+66,860.0%
STRL vs WTW
+1,139.1%
+65,720.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.2% |
| 7D | +10.1% | -2.7% | +12.8% | +11.0% |
| 30D | -8.2% | -5.6% | -2.6% | -6.7% |
| 3M | -43.7% | +26.5% | -70.2% | -48.9% |
| 6M | +27.1% | +8.1% | +19.0% | +20.1% |
| YTD | +64.0% | -0.3% | +64.3% | +58.2% |
| 1Y | +75.2% | -0.9% | +76.0% | +68.7% |
| 3Y | +539.9% | +66.6% | +473.3% | +392.5% |
| 5Y | +2,133.0% | +54.0% | +2,079.0% | +1,652.1% |
| 10Y | +7,178.3% | +198.1% | +6,980.1% | +4,312.1% |
| All | +66,860.0% | +1,139.1% | +65,720.9% | +33,567.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling