+120.7%
WMB vs STRL
+358.3%
-237.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +1.7% |
| 7D | +1.6% | +7.1% | -5.6% | +0.8% |
| 30D | -7.1% | -39.4% | +32.3% | -3.6% |
| 3M | -4.0% | -43.0% | +39.0% | -0.1% |
| 6M | -5.7% | -65.0% | +59.3% | +1.1% |
| YTD | +17.2% | -0.8% | +18.0% | +10.7% |
| 1Y | +17.2% | -20.3% | +37.5% | +13.3% |
| All | +120.7% | +358.3% | -237.6% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling