+10,012.8%
STRL vs WST
+16,457.2%
-6,444.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | -26.9% | -3.1% | -23.8% | -26.1% |
| 30D | -52.7% | +9.1% | -61.8% | -53.9% |
| 3M | -52.8% | +14.7% | -67.5% | -55.0% |
| 6M | -71.5% | +28.0% | -99.5% | -73.8% |
| YTD | -17.4% | +45.6% | -63.1% | -27.4% |
| 1Y | -35.0% | +45.7% | -80.6% | -42.8% |
| 3Y | +239.2% | +21.1% | +218.1% | +192.2% |
| 5Y | +830.2% | +0.3% | +829.8% | +731.0% |
| 10Y | +3,574.7% | +449.0% | +3,125.7% | +1,602.5% |
| All | +10,012.8% | +16,457.2% | -6,444.4% | +2,345.9% |
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