+2,319.1%
STRL vs WU
-19.6%
+2,338.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.7% | +6.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | -9.2% | -1.1% | -8.1% | -9.1% |
| 3M | -51.0% | -3.9% | -47.2% | -51.9% |
| 6M | +15.8% | -20.7% | +36.4% | +22.5% |
| YTD | +58.9% | -18.4% | +77.2% | +64.9% |
| 1Y | +68.5% | -8.1% | +76.6% | +64.5% |
| 3Y | +485.2% | -24.2% | +509.4% | +498.4% |
| 5Y | +2,005.1% | -50.4% | +2,055.6% | +2,449.1% |
| 10Y | +7,118.0% | -40.0% | +7,158.0% | +7,753.1% |
| All | +2,319.1% | -19.6% | +2,338.7% | +2,067.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling