+194.4%
STT vs WAB
+269.8%
-75.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +5.1% | +7.9% | -2.8% | +0.6% |
| 30D | -0.2% | +4.9% | -5.1% | -3.1% |
| 3M | -8.1% | +1.8% | -9.9% | -9.3% |
| 6M | +16.6% | +12.0% | +4.7% | +8.0% |
| YTD | +37.8% | +41.3% | -3.4% | +10.7% |
| 1Y | +46.8% | +43.8% | +3.0% | +16.6% |
| 3Y | +181.2% | +171.1% | +10.1% | +50.3% |
| 5Y | +105.1% | +217.7% | -112.6% | -0.8% |
| All | +194.4% | +269.8% | -75.4% | +12.4% |
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