+50.1%
STT vs WAB
+42.5%
+7.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +4.8% | +5.1% | -0.3% | +2.9% |
| 30D | +3.9% | +4.0% | -0.1% | +2.4% |
| 3M | -8.2% | +0.1% | -8.3% | -8.3% |
| 6M | +15.6% | +12.8% | +2.8% | +10.3% |
| YTD | +37.6% | +40.1% | -2.4% | +15.7% |
| 1Y | +50.1% | +46.4% | +3.8% | +23.1% |
| All | +50.1% | +42.5% | +7.6% | +23.1% |
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