+345.7%
WM vs STRL
+3,456.6%
-3,110.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.9% | +15.0% | +1.8% |
| 7D | +4.5% | -34.6% | +39.1% | +6.2% |
| 30D | +16.1% | -56.7% | +72.7% | +20.3% |
| 3M | +8.0% | -54.4% | +62.5% | +11.5% |
| 6M | +8.4% | -69.7% | +78.1% | +13.6% |
| YTD | +11.2% | -20.2% | +31.4% | +6.4% |
| 1Y | +22.3% | -40.6% | +62.9% | +19.7% |
| 3Y | +50.2% | +221.7% | -171.4% | +18.9% |
| 5Y | +63.3% | +799.0% | -735.7% | +10.7% |
| All | +345.7% | +3,456.6% | -3,110.9% | +143.9% |
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