+303.7%
WMB vs STRL
+7,193.7%
-6,890.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.8% |
| 7D | +0.6% | +3.4% | -2.8% | 0.0% |
| 30D | +3.3% | -9.2% | +12.5% | +4.6% |
| 3M | +3.1% | -51.0% | +54.2% | +13.9% |
| 6M | -0.7% | +15.8% | -16.5% | -9.2% |
| YTD | +25.2% | +58.9% | -33.7% | +7.1% |
| 1Y | +32.9% | +68.5% | -35.7% | +10.3% |
| 3Y | +140.6% | +485.2% | -344.7% | +43.8% |
| 5Y | +273.5% | +2,005.1% | -1,731.7% | +58.3% |
| All | +303.7% | +7,193.7% | -6,890.0% | +21.5% |
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