+6,640.4%
STRL vs WWD
+13,645.4%
-7,005.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -6.0% | -7.9% | -11.1% |
| 7D | -34.6% | -2.6% | -32.0% | -33.4% |
| 30D | -56.7% | -7.7% | -48.9% | -54.7% |
| 3M | -54.4% | -17.7% | -36.7% | -49.7% |
| 6M | -69.7% | -15.9% | -53.8% | -67.0% |
| YTD | -20.2% | +1.8% | -22.0% | -19.8% |
| 1Y | -40.6% | +17.4% | -58.0% | -44.2% |
| 3Y | +221.7% | +137.1% | +84.6% | +123.0% |
| 5Y | +799.0% | +162.4% | +636.6% | +491.7% |
| 10Y | +3,451.5% | +452.5% | +2,999.0% | +1,557.3% |
| All | +6,640.4% | +13,645.4% | -7,005.0% | +626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling