+280.9%
WMB vs STRL
+4,073.8%
-3,792.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +1.4% |
| 7D | +1.6% | +7.1% | -5.6% | +0.2% |
| 30D | -7.1% | -39.4% | +32.3% | -0.1% |
| 3M | -4.0% | -43.0% | +39.0% | +3.8% |
| 6M | -5.7% | -65.0% | +59.3% | +8.3% |
| YTD | +17.2% | -0.8% | +18.0% | +7.1% |
| 1Y | +17.2% | -20.3% | +37.5% | +11.0% |
| 3Y | +121.1% | +356.5% | -235.5% | +34.7% |
| 5Y | +197.2% | +952.8% | -755.7% | +41.7% |
| 10Y | +280.9% | +3,877.1% | -3,596.2% | +43.8% |
| All | +280.9% | +4,073.8% | -3,792.8% | +43.8% |
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 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