+1.5%
WFC vs STRL
-26.3%
+27.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.0% | -13.1% | +1.3% |
| 7D | +0.1% | -13.3% | +13.5% | +0.3% |
| 30D | +2.9% | -43.3% | +46.3% | +4.8% |
| 3M | -1.4% | -46.9% | +45.4% | +0.6% |
| 6M | +14.3% | -65.6% | +79.9% | +18.2% |
| YTD | -6.2% | -5.1% | -1.1% | -12.2% |
| All | +1.5% | -26.3% | +27.8% | -1.7% |
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 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