+3,988.2%
STRL vs WWD
+494.7%
+3,493.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +4.9% | +10.1% | +11.8% |
| 7D | -13.3% | +4.2% | -17.5% | -14.6% |
| 30D | -43.3% | -0.8% | -42.6% | -42.4% |
| 3M | -46.9% | -8.2% | -38.7% | -43.2% |
| 6M | -65.6% | -9.8% | -55.7% | -63.2% |
| YTD | -5.1% | +10.4% | -15.5% | -9.5% |
| 1Y | -23.1% | +25.5% | -48.5% | -32.6% |
| 3Y | +346.8% | +155.8% | +191.0% | +156.2% |
| 5Y | +907.2% | +187.3% | +719.9% | +430.6% |
| 10Y | +3,988.2% | +462.7% | +3,525.5% | +1,485.6% |
| All | +3,988.2% | +494.7% | +3,493.5% | +1,485.6% |
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