+6,874.3%
STRL vs WWD
+14,113.5%
-7,239.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +1.9% |
| 7D | -26.9% | +4.2% | -31.1% | -27.9% |
| 30D | -52.7% | -2.1% | -50.5% | -51.9% |
| 3M | -52.8% | -13.2% | -39.7% | -49.2% |
| 6M | -71.5% | -16.9% | -54.6% | -68.8% |
| YTD | -17.4% | +5.2% | -22.7% | -18.3% |
| 1Y | -35.0% | +20.6% | -55.5% | -39.7% |
| 3Y | +239.2% | +146.3% | +92.9% | +131.1% |
| 5Y | +830.2% | +171.3% | +658.8% | +502.9% |
| 10Y | +3,574.7% | +471.3% | +3,103.4% | +1,588.7% |
| All | +6,874.3% | +14,113.5% | -7,239.2% | +640.0% |
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