+539.9%
STRL vs WSM
+239.4%
+300.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +10.1% | +2.6% | +7.5% | +9.1% |
| 30D | -8.2% | -9.5% | +1.3% | -4.6% |
| 3M | -43.7% | +12.9% | -56.6% | -46.8% |
| 6M | +27.1% | +23.0% | +4.1% | +16.6% |
| YTD | +64.0% | +28.9% | +35.1% | +47.9% |
| 1Y | +75.2% | +13.7% | +61.5% | +64.7% |
| 3Y | +539.9% | +232.6% | +307.3% | +348.4% |
| All | +539.9% | +239.4% | +300.5% | +348.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling