+3,667.9%
STRL vs WSM
+1,131.4%
+2,536.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.5% | -3.5% |
| 7D | +15.7% | 0.0% | +15.7% | +15.7% |
| 30D | -35.5% | +5.1% | -40.6% | -37.0% |
| 3M | -47.1% | +5.1% | -52.2% | -48.4% |
| 6M | -65.8% | +48.6% | -114.4% | -70.4% |
| YTD | -4.5% | +44.2% | -48.7% | -16.4% |
| 1Y | -10.5% | +38.1% | -48.6% | -20.7% |
| 3Y | +340.6% | +257.2% | +83.4% | +181.0% |
| 5Y | +911.0% | +165.1% | +745.9% | +577.1% |
| All | +3,667.9% | +1,131.4% | +2,536.6% | +1,245.3% |
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