-25.9%
STRL vs WST
+47.3%
-73.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +0.4% | -21.9% | -21.7% |
| 7D | -27.1% | +1.3% | -28.3% | -27.5% |
| 30D | -45.8% | +8.5% | -54.3% | -47.8% |
| 3M | -47.6% | +17.2% | -64.8% | -51.6% |
| 6M | -46.4% | +36.3% | -82.7% | -54.6% |
| YTD | -7.4% | +48.9% | -56.3% | -27.0% |
| 1Y | -25.9% | +42.9% | -68.8% | -40.5% |
| All | -25.9% | +47.3% | -73.2% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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