+422.5%
STM vs WAB
+305.5%
+117.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +3.6% |
| 7D | -5.6% | +4.0% | -9.6% | -7.5% |
| 30D | -14.4% | +4.5% | -18.9% | -16.2% |
| 3M | -20.5% | +2.3% | -22.8% | -21.0% |
| 6M | -24.5% | +12.5% | -37.0% | -29.7% |
| YTD | +72.7% | +40.2% | +32.5% | +41.7% |
| 1Y | +91.0% | +45.2% | +45.8% | +53.6% |
| 3Y | +13.5% | +171.8% | -158.3% | -35.0% |
| 5Y | -9.2% | +217.6% | -226.8% | -51.9% |
| 10Y | +422.5% | +285.3% | +137.2% | +122.0% |
| All | +422.5% | +305.5% | +117.1% | +122.0% |
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