+657.6%
STM vs WAB
+283.1%
+374.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | +5.2% | +1.7% | +3.5% | +4.2% |
| 30D | -7.4% | -2.4% | -4.9% | -6.0% |
| 3M | -30.6% | +9.7% | -40.3% | -34.9% |
| 6M | +66.4% | +16.5% | +49.9% | +51.5% |
| YTD | +101.1% | +33.7% | +67.4% | +68.8% |
| 1Y | +97.4% | +49.7% | +47.7% | +54.8% |
| 3Y | +21.1% | +170.9% | -149.8% | -30.8% |
| 5Y | +22.5% | +228.0% | -205.6% | -36.1% |
| 10Y | +657.6% | +284.8% | +372.8% | +215.2% |
| All | +657.6% | +283.1% | +374.5% | +215.2% |
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