+11,526.8%
STRL vs WSM
+34,826.6%
-23,299.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.0% | +12.0% | +14.4% |
| 7D | -13.3% | +0.9% | -14.2% | -13.7% |
| 30D | -43.3% | +8.6% | -51.9% | -44.4% |
| 3M | -46.9% | +4.2% | -51.1% | -47.5% |
| 6M | -65.6% | +44.6% | -110.2% | -68.0% |
| YTD | -5.1% | +48.5% | -53.6% | -11.8% |
| 1Y | -23.1% | +34.7% | -57.7% | -27.4% |
| 3Y | +346.8% | +271.0% | +75.8% | +251.6% |
| 5Y | +907.2% | +180.9% | +726.2% | +711.7% |
| 10Y | +3,988.2% | +1,235.4% | +2,752.8% | +2,414.1% |
| All | +11,526.8% | +34,826.6% | -23,299.8% | +5,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling