+19,359.6%
STRL vs WST
+13,979.1%
+5,380.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | -9.2% | -3.1% | -6.1% | -8.3% |
| 3M | -51.0% | +7.2% | -58.3% | -52.2% |
| 6M | +15.8% | +36.8% | -21.0% | +4.5% |
| YTD | +58.9% | +23.8% | +35.0% | +47.5% |
| 1Y | +68.5% | +37.8% | +30.8% | +50.7% |
| 3Y | +485.2% | -15.9% | +501.1% | +470.2% |
| 5Y | +2,005.1% | -25.8% | +2,030.9% | +1,974.8% |
| 10Y | +7,118.0% | +319.6% | +6,798.4% | +3,559.8% |
| All | +19,359.6% | +13,979.1% | +5,380.5% | +4,869.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling