+239.2%
STRL vs WST
+19.1%
+220.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | -26.9% | -3.1% | -23.8% | -26.3% |
| 30D | -52.7% | +9.1% | -61.8% | -53.5% |
| 3M | -52.8% | +14.7% | -67.5% | -54.3% |
| 6M | -71.5% | +28.0% | -99.5% | -73.1% |
| YTD | -17.4% | +45.6% | -63.1% | -24.5% |
| 1Y | -35.0% | +45.7% | -80.6% | -40.5% |
| 3Y | +239.2% | +21.1% | +218.1% | +175.3% |
| All | +239.2% | +19.1% | +220.1% | +175.3% |
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 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