+417.4%
WDC vs STRL
+76.3%
+341.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.1% | +3.3% |
| 7D | +1.7% | +3.4% | -1.7% | +0.3% |
| 30D | -10.0% | -9.2% | -0.7% | -6.0% |
| 3M | -18.8% | -51.0% | +32.3% | +8.3% |
| 6M | +79.0% | +15.8% | +63.3% | +60.7% |
| YTD | +171.6% | +58.9% | +112.7% | +106.3% |
| 1Y | +417.4% | +68.5% | +348.9% | +307.5% |
| All | +417.4% | +76.3% | +341.1% | +307.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling