-25.9%
STRL vs WSM
+44.0%
-69.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.5% | -27.9% | -23.9% |
| 7D | -27.1% | +8.0% | -35.0% | -30.0% |
| 30D | -45.8% | +13.5% | -59.3% | -49.6% |
| 3M | -47.6% | +8.8% | -56.5% | -50.2% |
| 6M | -46.4% | +54.7% | -101.1% | -61.1% |
| YTD | -7.4% | +53.3% | -60.7% | -31.7% |
| 1Y | -25.9% | +41.1% | -67.0% | -43.9% |
| All | -25.9% | +44.0% | -69.8% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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