-25.9%
STRL vs WWD
+27.2%
-53.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -1.9% | -19.6% | -20.0% |
| 7D | -27.1% | +7.3% | -34.4% | -30.7% |
| 30D | -45.8% | -2.0% | -43.8% | -44.6% |
| 3M | -47.6% | -12.6% | -35.0% | -41.8% |
| 6M | -46.4% | -8.4% | -38.0% | -42.8% |
| YTD | -7.4% | +8.2% | -15.6% | -8.0% |
| 1Y | -25.9% | +26.5% | -52.4% | -29.2% |
| All | -25.9% | +27.2% | -53.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling