+712.3%
WDC vs STRL
+233.5%
+478.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.8% |
| 7D | -28.0% | -26.9% | -1.0% | -18.6% |
| 30D | -34.9% | -52.7% | +17.7% | -12.9% |
| 3M | -41.6% | -52.8% | +11.3% | -22.4% |
| 6M | -45.4% | -71.5% | +26.1% | -12.6% |
| YTD | +53.3% | -17.4% | +70.7% | +59.0% |
| 1Y | +61.5% | -35.0% | +96.5% | +81.6% |
| 3Y | +712.3% | +239.2% | +473.1% | +447.0% |
| All | +712.3% | +233.5% | +478.8% | +447.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling