+7,301.3%
STRL vs WSM
+997.3%
+6,304.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.2% | +2.6% | +5.6% | +7.3% |
| 30D | -6.3% | -9.3% | +3.0% | -3.2% |
| 3M | -41.2% | +7.1% | -48.3% | -42.8% |
| 6M | +20.4% | +21.7% | -1.4% | +12.4% |
| YTD | +61.7% | +28.7% | +33.0% | +48.1% |
| 1Y | +72.7% | +13.9% | +58.9% | +64.4% |
| 3Y | +530.9% | +232.2% | +298.8% | +313.2% |
| 5Y | +2,125.4% | +176.4% | +1,949.0% | +1,375.0% |
| 10Y | +7,301.3% | +1,072.4% | +6,228.9% | +2,400.1% |
| All | +7,301.3% | +997.3% | +6,304.0% | +2,400.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling