+23.7%
WMB vs STRL
-30.1%
+53.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -21.5% | +15.1% | -5.1% |
| 7D | -8.6% | -27.1% | +18.4% | -7.1% |
| 30D | -4.2% | -45.8% | +41.6% | -1.5% |
| 3M | -4.4% | -47.6% | +43.2% | -1.8% |
| 6M | -8.7% | -46.4% | +37.7% | -7.2% |
| YTD | +15.4% | -7.4% | +22.7% | +13.0% |
| 1Y | +23.7% | -25.9% | +49.6% | +22.8% |
| All | +23.7% | -30.1% | +53.9% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling