+945.3%
STM vs WAB
+4,103.0%
-3,157.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.6% |
| 7D | -10.7% | +1.4% | -12.2% | -11.1% |
| 30D | -25.7% | +0.4% | -26.1% | -25.6% |
| 3M | -21.6% | -3.8% | -17.7% | -19.8% |
| 6M | -27.8% | +5.1% | -32.9% | -29.2% |
| YTD | +61.8% | +33.3% | +28.4% | +43.1% |
| 1Y | +78.1% | +39.8% | +38.3% | +54.3% |
| 3Y | +4.9% | +161.1% | -156.2% | -30.0% |
| 5Y | -14.3% | +209.5% | -223.7% | -46.3% |
| 10Y | +414.1% | +293.8% | +120.2% | +172.0% |
| All | +945.3% | +4,103.0% | -3,157.7% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling