+72.7%
STRL vs WCN
-8.7%
+81.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -2.5% |
| 7D | +8.2% | -1.7% | +9.9% | +6.5% |
| 30D | -6.3% | -3.0% | -3.3% | -8.9% |
| 3M | -41.2% | +2.5% | -43.7% | -39.5% |
| 6M | +20.4% | -5.7% | +26.1% | +21.6% |
| YTD | +61.7% | -7.4% | +69.1% | +61.0% |
| 1Y | +72.7% | -8.6% | +81.3% | +79.4% |
| All | +72.7% | -8.7% | +81.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling