+75.7%
STT vs WAB
+47.7%
+28.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | +1.0% | +0.2% | +0.7% | +0.9% |
| 30D | +2.8% | -4.6% | +7.3% | +4.5% |
| 3M | +18.1% | +5.6% | +12.5% | +15.4% |
| 6M | +59.2% | +13.8% | +45.4% | +49.1% |
| YTD | +51.5% | +31.9% | +19.6% | +31.5% |
| 1Y | +75.7% | +48.3% | +27.4% | +45.4% |
| All | +75.7% | +47.7% | +28.0% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling