+266.4%
STT vs WAB
+282.7%
-16.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | +1.0% | +0.2% | +0.7% | +0.8% |
| 30D | +2.8% | -4.6% | +7.3% | +5.5% |
| 3M | +18.1% | +5.6% | +12.5% | +13.5% |
| 6M | +59.2% | +13.8% | +45.4% | +45.7% |
| YTD | +51.5% | +31.9% | +19.6% | +26.9% |
| 1Y | +75.7% | +48.3% | +27.4% | +37.0% |
| 3Y | +200.8% | +167.1% | +33.6% | +62.2% |
| 5Y | +155.8% | +222.9% | -67.1% | +23.3% |
| 10Y | +266.4% | +289.9% | -23.5% | +39.3% |
| All | +266.4% | +282.7% | -16.3% | +39.3% |
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