+3,113.1%
WM vs STRL
+11,246.4%
-8,133.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -21.5% | +23.1% | +2.2% |
| 7D | +5.9% | -27.1% | +33.0% | +6.7% |
| 30D | +15.4% | -45.8% | +61.2% | +17.0% |
| 3M | +6.3% | -47.6% | +54.0% | +7.8% |
| 6M | +5.6% | -46.4% | +52.0% | +6.2% |
| YTD | +9.9% | -7.4% | +17.3% | +8.6% |
| 1Y | +20.8% | -25.9% | +46.7% | +20.0% |
| 3Y | +48.5% | +273.4% | -224.9% | +39.3% |
| 5Y | +60.6% | +944.4% | -883.8% | +45.6% |
| 10Y | +349.8% | +4,023.0% | -3,673.2% | +288.6% |
| All | +3,113.1% | +11,246.4% | -8,133.3% | +2,648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling