+2,125.4%
STRL vs WTW
+45.2%
+2,080.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.3% |
| 7D | +8.2% | -7.1% | +15.3% | +8.3% |
| 30D | -6.3% | -8.5% | +2.2% | -6.1% |
| 3M | -41.2% | +20.6% | -61.8% | -41.8% |
| 6M | +20.4% | +7.2% | +13.2% | +21.1% |
| YTD | +61.7% | -3.9% | +65.6% | +66.3% |
| 1Y | +72.7% | -3.6% | +76.3% | +76.9% |
| 3Y | +530.9% | +60.7% | +470.2% | +427.8% |
| 5Y | +2,125.4% | +42.2% | +2,083.2% | +1,768.0% |
| All | +2,125.4% | +45.2% | +2,080.2% | +1,768.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling