+3,877.1%
STRL vs WWD
+468.3%
+3,408.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.1% |
| 7D | +7.1% | +3.7% | +3.4% | +5.4% |
| 30D | -39.4% | +1.8% | -41.2% | -39.4% |
| 3M | -43.0% | -5.0% | -38.0% | -40.3% |
| 6M | -65.0% | -8.4% | -56.6% | -62.9% |
| YTD | -0.8% | +12.3% | -13.1% | -6.4% |
| 1Y | -20.3% | +26.2% | -46.5% | -30.5% |
| 3Y | +356.5% | +154.6% | +201.9% | +162.3% |
| 5Y | +952.8% | +195.3% | +757.6% | +445.8% |
| 10Y | +3,877.1% | +466.3% | +3,410.8% | +1,400.9% |
| All | +3,877.1% | +468.3% | +3,408.7% | +1,400.9% |
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