+21.0%
STM vs WAB
+222.7%
-201.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.2% |
| 7D | +5.8% | -3.2% | +9.0% | +8.7% |
| 30D | -1.0% | -4.4% | +3.4% | +2.9% |
| 3M | -33.3% | +7.9% | -41.1% | -38.5% |
| 6M | +57.4% | +8.7% | +48.7% | +44.6% |
| YTD | +102.2% | +33.0% | +69.2% | +55.7% |
| 1Y | +99.6% | +46.7% | +52.9% | +40.4% |
| 3Y | +14.5% | +153.0% | -138.5% | -49.4% |
| All | +21.0% | +222.7% | -201.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling