+72.7%
STRL vs WSM
+14.1%
+58.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +8.2% | +2.6% | +5.6% | +6.6% |
| 30D | -6.3% | -9.3% | +3.0% | -0.8% |
| 3M | -41.2% | +7.1% | -48.3% | -45.0% |
| 6M | +20.4% | +21.7% | -1.4% | +1.5% |
| YTD | +61.7% | +28.7% | +33.0% | +32.4% |
| 1Y | +72.7% | +13.9% | +58.9% | +52.6% |
| All | +72.7% | +14.1% | +58.6% | +52.6% |
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