+298.2%
WBD vs STRL
+6,386.5%
-6,088.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.3% |
| 7D | -1.8% | +3.4% | -5.2% | -2.4% |
| 30D | +8.8% | -9.2% | +18.0% | +10.2% |
| 3M | +4.6% | -51.0% | +55.7% | +15.5% |
| 6M | +1.1% | +15.8% | -14.7% | -6.5% |
| YTD | -2.0% | +58.9% | -60.8% | -14.6% |
| 1Y | +140.0% | +68.5% | +71.5% | +104.7% |
| 3Y | +144.4% | +485.2% | -340.8% | +59.6% |
| 5Y | -0.2% | +2,005.1% | -2,005.3% | -48.9% |
| 10Y | +9.1% | +7,118.0% | -7,108.8% | -57.3% |
| All | +298.2% | +6,386.5% | -6,088.3% | +61.7% |
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 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