+937.9%
STRL vs WTW
+55.3%
+882.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.0% | -3.0% |
| 7D | +15.7% | +2.0% | +13.7% | +15.8% |
| 30D | -35.5% | +12.9% | -48.3% | -35.3% |
| 3M | -47.1% | +0.7% | -47.9% | -47.0% |
| 6M | -65.8% | +39.5% | -105.2% | -66.4% |
| YTD | -4.5% | +3.1% | -7.6% | -1.4% |
| 1Y | -10.5% | +4.8% | -15.2% | -8.1% |
| 3Y | +340.6% | +42.9% | +297.7% | +298.2% |
| All | +937.9% | +55.3% | +882.7% | +746.3% |
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