+59.7%
WM vs STRL
+779.4%
-719.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -2.0% |
| 7D | +1.2% | -26.9% | +28.1% | +0.8% |
| 30D | +13.1% | -52.7% | +65.7% | +12.3% |
| 3M | +3.6% | -52.8% | +56.5% | +3.0% |
| 6M | +8.1% | -71.5% | +79.5% | +7.6% |
| YTD | +8.9% | -17.4% | +26.3% | +5.1% |
| 1Y | +20.3% | -35.0% | +55.3% | +17.1% |
| 3Y | +46.2% | +239.2% | -193.1% | +26.8% |
| All | +59.7% | +779.4% | -719.6% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling