+12.3%
WFC vs STRL
+76.3%
-63.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.6% |
| 7D | +3.8% | +3.4% | +0.4% | +3.6% |
| 30D | +1.5% | -9.2% | +10.7% | +1.9% |
| 3M | +10.9% | -51.0% | +61.9% | +14.6% |
| 6M | +8.4% | +15.8% | -7.3% | +3.1% |
| YTD | -1.9% | +58.9% | -60.7% | -10.4% |
| 1Y | +12.3% | +68.5% | -56.2% | +0.6% |
| All | +12.3% | +76.3% | -63.9% | +0.6% |
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 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