+907.2%
STRL vs WSM
+184.9%
+722.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.0% | +12.0% | +14.0% |
| 7D | -13.3% | +0.9% | -14.2% | -14.0% |
| 30D | -43.3% | +8.6% | -51.9% | -45.3% |
| 3M | -46.9% | +4.2% | -51.1% | -48.0% |
| 6M | -65.6% | +44.6% | -110.2% | -70.3% |
| YTD | -5.1% | +48.5% | -53.6% | -18.3% |
| 1Y | -23.1% | +34.7% | -57.7% | -31.7% |
| 3Y | +346.8% | +271.0% | +75.8% | +184.5% |
| 5Y | +907.2% | +180.9% | +726.2% | +563.5% |
| All | +907.2% | +184.9% | +722.2% | +563.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling