-65.8%
STRL vs WTW
+36.1%
-101.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.0% | -0.7% |
| 7D | +15.7% | +2.0% | +13.7% | +18.5% |
| 30D | -35.5% | +12.9% | -48.3% | -25.3% |
| 3M | -47.1% | +0.7% | -47.9% | -45.6% |
| 6M | -65.8% | +39.5% | -105.2% | -33.7% |
| All | -65.8% | +36.1% | -101.9% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling