+1,345.4%
STRL vs WU
-20.5%
+1,365.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -0.3% | +15.3% | +15.1% |
| 7D | -13.3% | +9.1% | -22.4% | -17.1% |
| 30D | -43.3% | +12.1% | -55.4% | -46.5% |
| 3M | -46.9% | +0.3% | -47.2% | -47.9% |
| 6M | -65.6% | -19.1% | -46.5% | -64.4% |
| YTD | -5.1% | -19.2% | +14.1% | -2.7% |
| 1Y | -23.1% | -15.3% | -7.8% | -23.0% |
| 3Y | +346.8% | -21.3% | +368.2% | +343.5% |
| 5Y | +907.2% | -41.7% | +948.8% | +1,012.5% |
| 10Y | +3,988.2% | -36.0% | +4,024.2% | +4,155.3% |
| All | +1,345.4% | -20.5% | +1,365.9% | +1,178.8% |
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