+6,097.5%
WMB vs STRL
+19,359.6%
-13,262.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -0.3% |
| 7D | +0.6% | +3.4% | -2.8% | +0.3% |
| 30D | +3.3% | -9.2% | +12.5% | +3.8% |
| 3M | +3.1% | -51.0% | +54.2% | +7.6% |
| 6M | -0.7% | +15.8% | -16.5% | -3.6% |
| YTD | +25.2% | +58.9% | -33.7% | +18.6% |
| 1Y | +32.9% | +68.5% | -35.7% | +24.7% |
| 3Y | +140.6% | +485.2% | -344.7% | +103.7% |
| 5Y | +273.5% | +2,005.1% | -1,731.7% | +187.7% |
| 10Y | +334.2% | +7,118.0% | -6,783.7% | +203.8% |
| All | +6,097.5% | +19,359.6% | -13,262.1% | +3,871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling