+3,877.5%
STRL vs WY
0.0%
+3,877.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.8% |
| 7D | -19.8% | +0.2% | -20.0% | -20.6% |
| 30D | -43.6% | +8.0% | -51.6% | -46.7% |
| 3M | -45.2% | -17.7% | -27.5% | -40.9% |
| 6M | -65.7% | -10.8% | -55.0% | -65.1% |
| YTD | -5.4% | -10.6% | +5.2% | -3.9% |
| 1Y | -24.7% | -5.7% | -19.0% | -26.0% |
| 3Y | +335.0% | -24.8% | +359.8% | +366.6% |
| 5Y | +915.3% | -31.7% | +947.0% | +1,042.6% |
| 10Y | +3,877.5% | +2.9% | +3,874.5% | +3,359.0% |
| All | +3,877.5% | 0.0% | +3,877.5% | +3,359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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