+335.0%
STRL vs WST
+23.5%
+311.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -19.8% | +1.4% | -21.2% | -19.9% |
| 30D | -43.6% | +12.7% | -56.3% | -44.9% |
| 3M | -45.2% | +17.2% | -62.4% | -47.1% |
| 6M | -65.7% | +26.7% | -92.4% | -67.5% |
| YTD | -5.4% | +50.3% | -55.7% | -13.9% |
| 1Y | -24.7% | +50.2% | -74.9% | -31.4% |
| 3Y | +335.0% | +21.7% | +313.3% | +271.2% |
| All | +335.0% | +23.5% | +311.5% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling