+330.3%
WM vs STRL
+3,697.3%
-3,367.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | 0.0% |
| 7D | +3.2% | +15.7% | -12.4% | +2.5% |
| 30D | +13.0% | -35.5% | +48.5% | +14.9% |
| 3M | +9.2% | -47.1% | +56.4% | +12.0% |
| 6M | +13.6% | -65.8% | +79.4% | +18.6% |
| YTD | +12.4% | -4.5% | +16.9% | +6.7% |
| 1Y | +21.2% | -10.5% | +31.7% | +15.4% |
| 3Y | +48.7% | +340.6% | -291.9% | +15.1% |
| 5Y | +61.9% | +911.0% | -849.1% | +9.8% |
| All | +330.3% | +3,697.3% | -3,367.0% | +137.7% |
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 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