+336.4%
WM vs STRL
+3,580.1%
-3,243.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -2.2% |
| 7D | +1.2% | -26.9% | +28.1% | +2.4% |
| 30D | +13.1% | -52.7% | +65.7% | +16.7% |
| 3M | +3.6% | -52.8% | +56.5% | +6.8% |
| 6M | +8.1% | -71.5% | +79.5% | +13.8% |
| YTD | +8.9% | -17.4% | +26.3% | +4.1% |
| 1Y | +20.3% | -35.0% | +55.3% | +17.0% |
| 3Y | +46.2% | +239.2% | -193.1% | +15.2% |
| 5Y | +59.9% | +830.2% | -770.3% | +8.2% |
| All | +336.4% | +3,580.1% | -3,243.6% | +138.5% |
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