+37,422.2%
WDC vs STRL
+19,359.6%
+18,062.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.8% | +0.1% | +5.4% |
| 7D | +1.7% | +3.4% | -1.7% | +1.5% |
| 30D | -10.0% | -9.2% | -0.7% | -9.2% |
| 3M | -18.8% | -51.0% | +32.3% | -13.9% |
| 6M | +79.0% | +15.8% | +63.3% | +77.0% |
| YTD | +171.6% | +58.9% | +112.7% | +162.8% |
| 1Y | +417.4% | +68.5% | +348.9% | +398.5% |
| 3Y | +1,251.8% | +485.2% | +766.6% | +1,092.6% |
| 5Y | +911.7% | +2,005.1% | -1,093.4% | +724.1% |
| 10Y | +1,399.6% | +7,118.0% | -5,718.3% | +1,037.6% |
| All | +37,422.2% | +19,359.6% | +18,062.6% | +28,779.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling