+7,406.7%
STRL vs WPM
+517.1%
+6,889.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +10.1% | +7.0% | +3.1% | +8.5% |
| 30D | -8.2% | +15.7% | -23.9% | -11.3% |
| 3M | -43.7% | +35.2% | -78.9% | -47.5% |
| 6M | +27.1% | +6.1% | +21.0% | +24.5% |
| YTD | +64.0% | +32.6% | +31.4% | +54.8% |
| 1Y | +75.2% | +46.9% | +28.3% | +62.6% |
| 3Y | +539.9% | +276.3% | +263.6% | +421.8% |
| 5Y | +2,133.0% | +260.0% | +1,873.0% | +1,700.5% |
| All | +7,406.7% | +517.1% | +6,889.7% | +5,847.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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