+421.1%
WMT vs STRL
+6,846.4%
-6,425.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -2.5% | +5.4% | -7.9% | -2.8% |
| 30D | -6.4% | -9.0% | +2.6% | -6.0% |
| 3M | -12.1% | -37.1% | +24.9% | -10.3% |
| 6M | -15.0% | +17.8% | -32.8% | -17.8% |
| YTD | -4.5% | +58.3% | -62.8% | -9.7% |
| 1Y | +6.2% | +61.0% | -54.8% | -0.4% |
| 3Y | +99.9% | +517.8% | -417.9% | +65.1% |
| 5Y | +131.4% | +2,119.0% | -1,987.6% | +69.9% |
| All | +421.1% | +6,846.4% | -6,425.4% | +241.4% |
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