+264.5%
WMB vs STRL
+3,580.1%
-3,315.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.8% |
| 7D | -13.8% | -26.9% | +13.1% | -9.6% |
| 30D | -10.3% | -52.7% | +42.3% | +0.5% |
| 3M | -10.1% | -52.8% | +42.8% | +0.4% |
| 6M | -11.8% | -71.5% | +59.6% | +4.8% |
| YTD | +8.9% | -17.4% | +26.4% | +2.7% |
| 1Y | +14.0% | -35.0% | +48.9% | +11.8% |
| 3Y | +100.5% | +239.2% | -138.7% | +29.1% |
| 5Y | +179.5% | +830.2% | -650.7% | +35.8% |
| All | +264.5% | +3,580.1% | -3,315.6% | +46.5% |
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