+13.7%
WBD vs STRL
+7,055.3%
-7,041.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.7% | +8.2% | -9.9% | -3.1% |
| 30D | +3.9% | -6.3% | +10.2% | +4.7% |
| 3M | +5.1% | -41.2% | +46.3% | +13.6% |
| 6M | +0.6% | +20.4% | -19.8% | -9.2% |
| YTD | -3.2% | +61.7% | -64.8% | -18.6% |
| 1Y | +127.7% | +72.7% | +54.9% | +85.8% |
| 3Y | +146.6% | +530.9% | -384.4% | +40.1% |
| 5Y | +4.2% | +2,125.4% | -2,121.2% | -58.0% |
| 10Y | +13.7% | +7,301.3% | -7,287.7% | -68.0% |
| All | +13.7% | +7,055.3% | -7,041.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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