+2,022.6%
STRL vs WST
-25.7%
+2,048.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.2% |
| 30D | -9.2% | -3.1% | -6.1% | -8.5% |
| 3M | -51.0% | +7.2% | -58.3% | -52.0% |
| 6M | +15.8% | +36.8% | -21.0% | +7.0% |
| YTD | +58.9% | +23.8% | +35.0% | +49.8% |
| 1Y | +68.5% | +37.8% | +30.8% | +54.8% |
| 3Y | +485.2% | -15.9% | +501.1% | +479.6% |
| All | +2,022.6% | -25.7% | +2,048.2% | +1,803.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling