+1,245.5%
WDC vs STRL
+7,463.3%
-6,217.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +1.0% |
| 7D | +6.0% | +10.1% | -4.1% | +2.5% |
| 30D | +9.9% | -8.2% | +18.1% | +13.4% |
| 3M | -9.4% | -43.7% | +34.3% | +10.7% |
| 6M | +94.7% | +27.1% | +67.6% | +73.5% |
| YTD | +177.4% | +64.0% | +113.4% | +127.1% |
| 1Y | +412.6% | +75.2% | +337.4% | +307.6% |
| 3Y | +1,359.8% | +539.9% | +819.9% | +619.5% |
| 5Y | +992.6% | +2,133.0% | -1,140.4% | +243.5% |
| 10Y | +1,245.5% | +7,178.3% | -5,932.8% | +198.9% |
| All | +1,245.5% | +7,463.3% | -6,217.8% | +198.9% |
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