+3,988.2%
STRL vs WST
+466.7%
+3,521.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.3% | +11.6% | +14.0% |
| 7D | -13.3% | +1.3% | -14.6% | -13.5% |
| 30D | -43.3% | +12.9% | -56.2% | -45.1% |
| 3M | -46.9% | +16.7% | -63.5% | -49.1% |
| 6M | -65.6% | +26.8% | -92.4% | -67.9% |
| YTD | -5.1% | +50.5% | -55.6% | -15.7% |
| 1Y | -23.1% | +52.9% | -76.0% | -32.0% |
| 3Y | +346.8% | +23.9% | +322.9% | +292.1% |
| 5Y | +907.2% | +1.0% | +906.1% | +823.5% |
| 10Y | +3,988.2% | +451.4% | +3,536.8% | +1,902.2% |
| All | +3,988.2% | +466.7% | +3,521.4% | +1,902.2% |
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