+19,359.6%
STRL vs WSM
+30,162.3%
-10,802.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.1% | +3.7% | +5.4% |
| 7D | +3.4% | -3.3% | +6.7% | +4.0% |
| 30D | -9.2% | -8.4% | -0.9% | -7.8% |
| 3M | -51.0% | +9.7% | -60.7% | -52.0% |
| 6M | +15.8% | +16.7% | -0.9% | +12.6% |
| YTD | +58.9% | +28.7% | +30.2% | +51.9% |
| 1Y | +68.5% | +13.7% | +54.9% | +64.6% |
| 3Y | +485.2% | +230.1% | +255.1% | +371.7% |
| 5Y | +2,005.1% | +179.0% | +1,826.2% | +1,608.2% |
| 10Y | +7,118.0% | +1,002.5% | +6,115.4% | +4,500.0% |
| All | +19,359.6% | +30,162.3% | -10,802.7% | +9,104.3% |
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 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