+770.0%
WDC vs STRL
+341.0%
+429.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -3.7% |
| 7D | +12.1% | +15.7% | -3.6% | +5.6% |
| 30D | -18.8% | -35.5% | +16.7% | -3.5% |
| 3M | -39.3% | -47.1% | +7.8% | -22.7% |
| 6M | -40.1% | -65.8% | +25.6% | -10.1% |
| YTD | +71.8% | -4.5% | +76.3% | +67.1% |
| 1Y | +88.5% | -10.5% | +98.9% | +87.4% |
| 3Y | +770.0% | +340.6% | +429.4% | +412.8% |
| All | +770.0% | +341.0% | +429.0% | +412.8% |
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 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