+259.9%
WMB vs STRL
+4,310.8%
-4,050.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.3% | +1.2% |
| 7D | -6.7% | -13.3% | +6.7% | -4.9% |
| 30D | -8.6% | -43.3% | +34.8% | -0.6% |
| 3M | -4.9% | -46.9% | +41.9% | +4.0% |
| 6M | -6.3% | -65.6% | +59.3% | +7.9% |
| YTD | +13.0% | -5.1% | +18.1% | +4.0% |
| 1Y | +14.9% | -23.1% | +38.0% | +9.5% |
| 3Y | +113.4% | +346.8% | -233.5% | +30.5% |
| 5Y | +190.2% | +907.2% | -717.0% | +39.8% |
| 10Y | +259.9% | +3,988.2% | -3,728.3% | +42.4% |
| All | +259.9% | +4,310.8% | -4,050.9% | +42.4% |
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