+87.7%
WDC vs STRL
-22.3%
+110.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | +16.3% | +23.4% | -7.2% | +5.6% |
| 30D | -18.3% | -39.5% | +21.3% | +0.8% |
| 3M | -31.4% | -45.1% | +13.6% | -12.7% |
| 6M | -36.3% | -64.6% | +28.3% | -3.2% |
| YTD | +80.8% | -1.5% | +82.4% | +58.2% |
| 1Y | +87.7% | -20.8% | +108.5% | +83.2% |
| All | +87.7% | -22.3% | +110.0% | +83.2% |
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