+1,157.2%
STRL vs WU
-20.2%
+1,177.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | -26.9% | +11.7% | -38.6% | -30.7% |
| 30D | -52.7% | +12.6% | -65.3% | -55.4% |
| 3M | -52.8% | -0.5% | -52.3% | -53.6% |
| 6M | -71.5% | -18.2% | -53.3% | -70.6% |
| YTD | -17.4% | -19.0% | +1.5% | -15.5% |
| 1Y | -35.0% | -16.7% | -18.3% | -34.4% |
| 3Y | +239.2% | -21.0% | +260.2% | +236.2% |
| 5Y | +830.2% | -41.7% | +871.9% | +928.2% |
| 10Y | +3,574.7% | -35.0% | +3,609.7% | +3,693.2% |
| All | +1,157.2% | -20.2% | +1,177.4% | +1,011.2% |
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