+346.8%
STRL vs WY
-23.3%
+370.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.7% | +14.3% | +14.9% |
| 7D | -13.3% | -0.8% | -12.6% | -13.3% |
| 30D | -43.3% | +10.6% | -54.0% | -44.4% |
| 3M | -46.9% | -16.6% | -30.2% | -44.6% |
| 6M | -65.6% | -8.6% | -57.0% | -65.2% |
| YTD | -5.1% | -8.4% | +3.3% | -4.0% |
| 1Y | -23.1% | -5.1% | -18.0% | -23.1% |
| 3Y | +346.8% | -21.9% | +368.8% | +382.8% |
| All | +346.8% | -23.3% | +370.2% | +382.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling