-20.3%
STRL vs WST
+49.4%
-69.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +7.1% | +1.1% | +6.1% | +6.9% |
| 30D | -39.4% | +12.4% | -51.8% | -42.4% |
| 3M | -43.0% | +17.6% | -60.5% | -47.2% |
| 6M | -65.0% | +28.3% | -93.3% | -69.1% |
| YTD | -0.8% | +50.5% | -51.3% | -22.1% |
| 1Y | -20.3% | +49.4% | -69.7% | -37.3% |
| All | -20.3% | +49.4% | -69.7% | -37.3% |
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