+7,282.2%
STRL vs WEC
+138.6%
+7,143.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.2% | -1.3% | -8.0% | -9.0% |
| 3M | -51.0% | -3.9% | -47.1% | -50.8% |
| 6M | +15.8% | -8.3% | +24.1% | +17.6% |
| YTD | +58.9% | +3.1% | +55.8% | +56.4% |
| 1Y | +68.5% | +1.9% | +66.6% | +66.3% |
| 3Y | +485.2% | +41.9% | +443.3% | +416.0% |
| 5Y | +2,005.1% | +30.8% | +1,974.3% | +1,783.4% |
| All | +7,282.2% | +138.6% | +7,143.7% | +6,128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling