+66.6%
WDC vs STRL
-26.3%
+92.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +15.0% | -5.1% | +3.0% |
| 7D | -14.4% | -13.3% | -1.1% | -9.6% |
| 30D | -27.1% | -43.3% | +16.3% | -7.4% |
| 3M | -33.3% | -46.9% | +13.6% | -13.8% |
| 6M | -39.6% | -65.6% | +26.0% | -6.9% |
| YTD | +68.4% | -5.1% | +73.5% | +49.3% |
| All | +66.6% | -26.3% | +92.9% | +64.5% |
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