+157.5%
STT vs WAB
+231.1%
-73.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | +2.2% | +1.7% | +0.5% | +1.1% |
| 30D | +3.9% | -2.4% | +6.3% | +5.4% |
| 3M | +19.2% | +9.7% | +9.5% | +11.4% |
| 6M | +60.4% | +16.5% | +43.9% | +43.1% |
| YTD | +51.5% | +33.7% | +17.7% | +22.9% |
| 1Y | +76.3% | +49.7% | +26.6% | +32.1% |
| 3Y | +200.7% | +170.9% | +29.8% | +40.3% |
| 5Y | +157.5% | +228.0% | -70.6% | +0.7% |
| All | +157.5% | +231.1% | -73.6% | +0.7% |
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