+68.5%
STRL vs WSM
+19.9%
+48.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.7% | +4.5% |
| 7D | +3.4% | -3.3% | +6.7% | +5.5% |
| 30D | -9.2% | -8.4% | -0.9% | -4.5% |
| 3M | -51.0% | +9.7% | -60.7% | -55.1% |
| 6M | +15.8% | +16.7% | -0.9% | -0.2% |
| YTD | +58.9% | +28.7% | +30.2% | +30.1% |
| 1Y | +68.5% | +13.7% | +54.9% | +49.1% |
| All | +68.5% | +19.9% | +48.7% | +49.1% |
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