+3,786.6%
STRL vs WWD
+442.7%
+3,343.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | +0.5% |
| 7D | +23.4% | +8.2% | +15.3% | +17.7% |
| 30D | -39.5% | -0.2% | -39.3% | -38.7% |
| 3M | -45.1% | -8.4% | -36.6% | -41.2% |
| 6M | -64.6% | -9.5% | -55.1% | -62.2% |
| YTD | -1.5% | +10.1% | -11.6% | -5.9% |
| 1Y | -20.8% | +21.6% | -42.3% | -29.2% |
| 3Y | +353.1% | +149.6% | +203.5% | +163.7% |
| 5Y | +942.9% | +191.3% | +751.6% | +445.6% |
| All | +3,786.6% | +442.7% | +3,343.9% | +1,406.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling