+6,906.6%
STRL vs WTW
+197.9%
+6,708.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +5.4% | -7.8% | +13.2% | +8.1% |
| 30D | -9.0% | -7.9% | -1.1% | -6.9% |
| 3M | -37.1% | +19.9% | -57.0% | -41.7% |
| 6M | +17.8% | +9.8% | +8.0% | +11.1% |
| YTD | +58.3% | -3.3% | +61.7% | +56.0% |
| 1Y | +61.0% | -3.3% | +64.3% | +57.8% |
| 3Y | +517.8% | +61.5% | +456.3% | +354.3% |
| 5Y | +2,119.0% | +42.6% | +2,076.5% | +1,606.8% |
| All | +6,906.6% | +197.9% | +6,708.8% | +3,791.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling