+99.4%
WMT vs STRL
+526.3%
-426.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | -0.2% | +8.2% | -8.5% | -0.4% |
| 30D | -5.8% | -6.3% | +0.5% | -5.7% |
| 3M | -10.8% | -41.2% | +30.4% | -9.5% |
| 6M | -14.3% | +20.4% | -34.7% | -16.7% |
| YTD | -4.4% | +61.7% | -66.1% | -8.3% |
| 1Y | +4.3% | +72.7% | -68.4% | -1.0% |
| All | +99.4% | +526.3% | -426.9% | +70.9% |
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