+3,988.2%
STRL vs WU
-36.4%
+4,024.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.3% | +15.3% | +15.0% |
| 7D | -13.3% | +9.1% | -22.4% | -16.1% |
| 30D | -43.3% | +12.1% | -55.4% | -45.7% |
| 3M | -46.9% | +0.3% | -47.2% | -47.6% |
| 6M | -65.6% | -19.1% | -46.5% | -64.3% |
| YTD | -5.1% | -19.2% | +14.1% | -2.3% |
| 1Y | -23.1% | -15.3% | -7.8% | -22.7% |
| 3Y | +346.8% | -21.3% | +368.2% | +344.0% |
| 5Y | +907.2% | -41.7% | +948.8% | +1,028.2% |
| 10Y | +3,988.2% | -36.0% | +4,024.2% | +4,215.4% |
| All | +3,988.2% | -36.4% | +4,024.6% | +4,215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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