+4.2%
WBD vs STRL
+2,093.0%
-2,088.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.9% |
| 7D | -0.7% | +10.1% | -10.8% | -2.1% |
| 30D | +5.0% | -8.2% | +13.2% | +6.0% |
| 3M | +6.2% | -43.7% | +49.9% | +14.0% |
| 6M | +0.6% | +27.1% | -26.5% | -9.1% |
| YTD | -2.4% | +64.0% | -66.4% | -17.0% |
| 1Y | +127.7% | +75.2% | +52.5% | +88.0% |
| 3Y | +148.4% | +539.9% | -391.5% | +40.8% |
| 5Y | +4.2% | +2,133.0% | -2,128.8% | -67.7% |
| All | +4.2% | +2,093.0% | -2,088.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling