+108.2%
STT vs WAB
+216.2%
-108.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +0.1% |
| 7D | +0.9% | +4.0% | -3.0% | -1.5% |
| 30D | -2.3% | +4.5% | -6.8% | -5.0% |
| 3M | -7.0% | +2.3% | -9.3% | -8.6% |
| 6M | +15.5% | +12.5% | +3.0% | +5.9% |
| YTD | +35.6% | +40.2% | -4.6% | +6.7% |
| 1Y | +47.9% | +45.2% | +2.6% | +13.5% |
| 3Y | +181.1% | +171.8% | +9.3% | +32.0% |
| 5Y | +108.2% | +217.6% | -109.4% | -13.7% |
| All | +108.2% | +216.2% | -108.0% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling