+134.0%
WFC vs STRL
+4,310.8%
-4,176.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.0% | -13.1% | -1.3% |
| 7D | +0.1% | -13.3% | +13.5% | +1.9% |
| 30D | +2.9% | -43.3% | +46.3% | +14.1% |
| 3M | -1.4% | -46.9% | +45.4% | +10.0% |
| 6M | +14.3% | -65.6% | +79.9% | +36.8% |
| YTD | -6.2% | -5.1% | -1.1% | -17.7% |
| 1Y | +1.6% | -23.1% | +24.7% | -6.5% |
| 3Y | +126.9% | +346.8% | -219.9% | +14.4% |
| 5Y | +94.0% | +907.2% | -813.2% | -29.5% |
| 10Y | +134.0% | +3,988.2% | -3,854.1% | -48.3% |
| All | +134.0% | +4,310.8% | -4,176.7% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling