+340.6%
STRL vs WCC
+134.5%
+206.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -1.7% |
| 7D | +15.7% | +9.9% | +5.7% | +7.8% |
| 30D | -35.5% | -8.4% | -27.0% | -29.3% |
| 3M | -47.1% | -10.3% | -36.8% | -40.8% |
| 6M | -65.8% | -10.5% | -55.3% | -61.3% |
| YTD | -4.5% | +32.2% | -36.7% | -15.0% |
| 1Y | -10.5% | +25.5% | -36.0% | -17.7% |
| 3Y | +340.6% | +134.7% | +205.9% | +185.9% |
| All | +340.6% | +134.5% | +206.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling