+148.4%
WBD vs STRL
+531.3%
-382.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | -0.7% | +10.1% | -10.8% | -1.7% |
| 30D | +5.0% | -8.2% | +13.2% | +5.7% |
| 3M | +6.2% | -43.7% | +49.9% | +11.7% |
| 6M | +0.6% | +27.1% | -26.5% | -6.3% |
| YTD | -2.4% | +64.0% | -66.4% | -13.1% |
| 1Y | +127.7% | +75.2% | +52.5% | +98.1% |
| 3Y | +148.4% | +539.9% | -391.5% | +81.0% |
| All | +148.4% | +531.3% | -382.9% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling