+465.1%
STM vs WAB
+266.7%
+198.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +12.0% | +5.1% | +6.9% | +8.7% |
| 30D | -0.4% | +4.0% | -4.4% | -2.2% |
| 3M | -13.2% | +0.1% | -13.3% | -12.7% |
| 6M | -26.1% | +12.8% | -38.9% | -31.2% |
| YTD | +81.2% | +40.1% | +41.1% | +48.6% |
| 1Y | +98.3% | +46.4% | +51.9% | +58.6% |
| 3Y | +16.7% | +167.4% | -150.6% | -32.7% |
| 5Y | -4.8% | +215.0% | -219.9% | -49.6% |
| All | +465.1% | +266.7% | +198.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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