-15.7%
STM vs WAB
+203.5%
-219.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +2.8% |
| 7D | -10.7% | +1.4% | -12.2% | -11.5% |
| 30D | -25.7% | +0.4% | -26.1% | -25.5% |
| 3M | -21.6% | -3.8% | -17.7% | -18.3% |
| 6M | -27.8% | +5.1% | -32.9% | -31.3% |
| YTD | +61.8% | +33.3% | +28.4% | +24.8% |
| 1Y | +78.1% | +39.8% | +38.3% | +31.6% |
| 3Y | +4.9% | +161.1% | -156.2% | -55.2% |
| All | -15.7% | +203.5% | -219.3% | -69.5% |
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