+504.0%
STRL vs WCC
+124.0%
+380.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.9% | +1.9% | +2.9% |
| 7D | +3.4% | +4.5% | -1.1% | +0.2% |
| 30D | -9.2% | -5.8% | -3.4% | -5.0% |
| 3M | -51.0% | -3.7% | -47.4% | -49.2% |
| 6M | +15.8% | +23.1% | -7.3% | +3.4% |
| YTD | +58.9% | +44.2% | +14.7% | +28.4% |
| 1Y | +68.5% | +62.1% | +6.4% | +26.8% |
| All | +504.0% | +124.0% | +380.1% | +252.8% |
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