+7,285.0%
STRL vs WST
+344.2%
+6,940.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | +5.0% | +1.8% | +3.2% | +4.5% |
| 30D | -6.9% | -1.7% | -5.2% | -6.5% |
| 3M | -39.1% | +4.9% | -43.9% | -39.9% |
| 6M | +21.5% | +45.5% | -24.0% | +9.6% |
| YTD | +66.9% | +26.1% | +40.8% | +55.8% |
| 1Y | +61.6% | +31.7% | +30.0% | +48.9% |
| 3Y | +560.0% | -12.1% | +572.1% | +541.9% |
| 5Y | +2,238.9% | -23.6% | +2,262.4% | +2,215.5% |
| All | +7,285.0% | +344.2% | +6,940.8% | +3,821.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling