+3,599.3%
STT vs WAB
+4,092.2%
-492.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.9% |
| 30D | +3.9% | -4.4% | +8.3% | +5.8% |
| 3M | +20.0% | +7.9% | +12.1% | +15.6% |
| 6M | +55.3% | +8.7% | +46.6% | +48.7% |
| YTD | +53.3% | +33.0% | +20.4% | +34.7% |
| 1Y | +74.7% | +46.7% | +28.0% | +47.1% |
| 3Y | +205.8% | +153.0% | +52.8% | +102.9% |
| 5Y | +145.0% | +222.3% | -77.3% | +47.8% |
| 10Y | +266.0% | +291.0% | -25.0% | +95.6% |
| All | +3,599.3% | +4,092.2% | -492.9% | +926.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling