+653.4%
WDC vs STRL
+4,310.8%
-3,657.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +15.0% | -5.1% | +4.4% |
| 7D | -14.4% | -13.3% | -1.1% | -10.3% |
| 30D | -27.1% | -43.3% | +16.3% | -10.9% |
| 3M | -33.3% | -46.9% | +13.6% | -17.3% |
| 6M | -39.6% | -65.6% | +26.0% | -13.0% |
| YTD | +68.4% | -5.1% | +73.5% | +65.0% |
| 1Y | +78.2% | -23.1% | +101.2% | +86.7% |
| 3Y | +772.0% | +346.8% | +425.2% | +386.2% |
| 5Y | +584.9% | +907.2% | -322.3% | +176.3% |
| 10Y | +653.4% | +3,988.2% | -3,334.7% | +98.7% |
| All | +653.4% | +4,310.8% | -3,657.3% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling