+525.5%
WMT vs STRL
+4,073.8%
-3,548.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.1% |
| 7D | -2.7% | +7.1% | -9.8% | -3.1% |
| 30D | +11.1% | -39.4% | +50.5% | +13.4% |
| 3M | +11.2% | -43.0% | +54.2% | +13.7% |
| 6M | -1.3% | -65.0% | +63.7% | +3.1% |
| YTD | +13.5% | -0.8% | +14.3% | +9.2% |
| 1Y | +22.5% | -20.3% | +42.8% | +19.4% |
| 3Y | +134.1% | +356.5% | -222.4% | +94.4% |
| 5Y | +170.3% | +952.8% | -782.6% | +106.3% |
| 10Y | +525.5% | +3,877.1% | -3,351.6% | +317.7% |
| All | +525.5% | +4,073.8% | -3,548.3% | +317.7% |
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