+7,301.3%
STRL vs WWD
+479.8%
+6,821.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +8.2% | +0.6% | +7.6% | +7.7% |
| 30D | -6.3% | -5.1% | -1.2% | -3.1% |
| 3M | -41.2% | -11.2% | -30.0% | -37.0% |
| 6M | +20.4% | -12.0% | +32.4% | +30.7% |
| YTD | +61.7% | +12.0% | +49.7% | +50.8% |
| 1Y | +72.7% | +42.8% | +29.9% | +38.1% |
| 3Y | +530.9% | +168.9% | +362.0% | +245.6% |
| 5Y | +2,125.4% | +192.2% | +1,933.2% | +1,037.4% |
| 10Y | +7,301.3% | +495.3% | +6,806.1% | +2,248.7% |
| All | +7,301.3% | +479.8% | +6,821.5% | +2,248.7% |
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