+223.9%
WBD vs STRL
+5,026.0%
-4,802.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +1.1% |
| 7D | +3.1% | -2.1% | +5.2% | +3.4% |
| 30D | +34.4% | +14.2% | +20.2% | +30.8% |
| 3M | +110.6% | +27.0% | +83.6% | +100.8% |
| 6M | +153.4% | +116.3% | +37.1% | +119.4% |
| YTD | +117.4% | +128.2% | -10.8% | +84.0% |
| 1Y | +150.3% | +98.6% | +51.8% | +116.5% |
| 3Y | +112.8% | +1,060.8% | -948.0% | +29.6% |
| 5Y | +0.3% | +2,331.7% | -2,331.4% | -47.7% |
| 10Y | -23.6% | +8,045.1% | -8,068.7% | -68.9% |
| All | +223.9% | +5,026.0% | -4,802.1% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling