+194.0%
STT vs WAB
+266.7%
-72.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +4.8% | +5.1% | -0.3% | +1.8% |
| 30D | +3.9% | +4.0% | -0.1% | +1.5% |
| 3M | -8.2% | +0.1% | -8.3% | -8.5% |
| 6M | +15.6% | +12.8% | +2.8% | +6.5% |
| YTD | +37.6% | +40.1% | -2.4% | +11.0% |
| 1Y | +50.1% | +46.4% | +3.8% | +17.9% |
| 3Y | +183.1% | +167.4% | +15.7% | +52.5% |
| 5Y | +104.8% | +215.0% | -110.2% | -0.4% |
| All | +194.0% | +266.7% | -72.7% | +12.7% |
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