+504.0%
STRL vs WWD
+166.3%
+337.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +4.9% |
| 7D | +3.4% | +1.3% | +2.1% | +2.4% |
| 30D | -9.2% | -7.2% | -2.1% | -3.7% |
| 3M | -51.0% | -3.8% | -47.2% | -50.4% |
| 6M | +15.8% | -9.9% | +25.7% | +24.9% |
| YTD | +58.9% | +14.8% | +44.0% | +41.7% |
| 1Y | +68.5% | +42.1% | +26.4% | +26.2% |
| All | +504.0% | +166.3% | +337.8% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling