+682.0%
WDC vs STRL
+3,816.9%
-3,134.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +16.3% | +23.4% | -7.2% | +7.7% |
| 30D | -18.3% | -39.5% | +21.3% | -2.5% |
| 3M | -31.4% | -45.1% | +13.6% | -16.1% |
| 6M | -36.3% | -64.6% | +28.3% | -9.3% |
| YTD | +80.8% | -1.5% | +82.4% | +75.0% |
| 1Y | +87.7% | -20.8% | +108.5% | +94.6% |
| 3Y | +819.4% | +353.1% | +466.3% | +410.3% |
| 5Y | +583.2% | +942.9% | -359.7% | +172.5% |
| All | +682.0% | +3,816.9% | -3,134.9% | +108.8% |
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