+928.6%
WDC vs STRL
+2,010.6%
-1,082.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.1% | +3.7% |
| 7D | +1.7% | +3.4% | -1.7% | +0.5% |
| 30D | -10.0% | -9.2% | -0.7% | -6.5% |
| 3M | -18.8% | -51.0% | +32.3% | +5.7% |
| 6M | +79.0% | +15.8% | +63.3% | +64.2% |
| YTD | +171.6% | +58.9% | +112.7% | +122.3% |
| 1Y | +417.4% | +68.5% | +348.9% | +312.1% |
| 3Y | +1,251.8% | +485.2% | +766.6% | +576.2% |
| All | +928.6% | +2,010.6% | -1,082.0% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling