+504.0%
STRL vs WEC
+42.1%
+462.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -9.2% | -1.3% | -8.0% | -9.4% |
| 3M | -51.0% | -3.9% | -47.1% | -51.4% |
| 6M | +15.8% | -8.3% | +24.1% | +14.7% |
| YTD | +58.9% | +3.1% | +55.8% | +58.0% |
| 1Y | +68.5% | +1.9% | +66.6% | +67.6% |
| All | +504.0% | +42.1% | +462.0% | +479.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling