+784.6%
STRL vs WCC
+117.0%
+667.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.1% |
| 7D | -26.9% | -14.7% | -12.2% | -17.6% |
| 30D | -52.7% | -20.1% | -32.6% | -44.3% |
| 3M | -52.8% | -21.2% | -31.7% | -43.7% |
| 6M | -71.5% | -19.2% | -52.3% | -66.1% |
| YTD | -17.4% | +20.2% | -37.7% | -20.6% |
| 1Y | -35.0% | +14.5% | -49.4% | -35.6% |
| 3Y | +239.2% | +115.1% | +124.1% | +137.1% |
| All | +784.6% | +117.0% | +667.7% | +463.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling