+326.4%
WM vs STRL
+3,927.3%
-3,600.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +1.2% | -19.8% | +21.0% | +1.9% |
| 30D | +13.7% | -43.6% | +57.2% | +16.4% |
| 3M | +5.2% | -45.2% | +50.4% | +7.7% |
| 6M | +11.2% | -65.7% | +76.9% | +16.0% |
| YTD | +9.4% | -5.4% | +14.9% | +3.9% |
| 1Y | +20.4% | -24.7% | +45.1% | +16.2% |
| 3Y | +44.7% | +335.0% | -290.4% | +12.0% |
| 5Y | +58.5% | +915.3% | -856.8% | +7.2% |
| 10Y | +326.4% | +3,877.5% | -3,551.1% | +132.8% |
| All | +326.4% | +3,927.3% | -3,600.9% | +132.8% |
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