+4,484.0%
WMT vs STRL
+19,359.6%
-14,875.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -6.9% | -1.3% |
| 7D | +3.9% | +3.4% | +0.5% | +3.8% |
| 30D | -4.4% | -9.2% | +4.8% | -4.2% |
| 3M | -8.8% | -51.0% | +42.3% | -7.3% |
| 6M | -15.6% | +15.8% | -31.4% | -16.6% |
| YTD | -3.2% | +58.9% | -62.1% | -5.2% |
| 1Y | +7.0% | +68.5% | -61.5% | +4.4% |
| 3Y | +105.3% | +485.2% | -379.9% | +92.3% |
| 5Y | +129.3% | +2,005.1% | -1,875.9% | +106.9% |
| 10Y | +423.9% | +7,118.0% | -6,694.0% | +353.4% |
| All | +4,484.0% | +19,359.6% | -14,875.6% | +3,457.7% |
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 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