+2,022.6%
STRL vs WWD
+198.3%
+1,824.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.0% |
| 7D | +3.4% | +1.3% | +2.1% | +2.5% |
| 30D | -9.2% | -7.2% | -2.1% | -4.1% |
| 3M | -51.0% | -3.8% | -47.2% | -50.3% |
| 6M | +15.8% | -9.9% | +25.7% | +24.6% |
| YTD | +58.9% | +14.8% | +44.0% | +43.7% |
| 1Y | +68.5% | +42.1% | +26.4% | +30.5% |
| 3Y | +485.2% | +170.8% | +314.4% | +193.1% |
| All | +2,022.6% | +198.3% | +1,824.3% | +855.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling