+1,972.8%
STX vs WAB
+266.7%
+1,706.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.6% |
| 7D | +14.6% | +5.1% | +9.5% | +11.8% |
| 30D | -26.0% | +4.0% | -30.0% | -27.0% |
| 3M | -42.6% | +0.1% | -42.7% | -42.2% |
| 6M | -35.3% | +12.8% | -48.1% | -38.8% |
| YTD | +92.5% | +40.1% | +52.4% | +63.6% |
| 1Y | +102.4% | +46.4% | +56.0% | +68.4% |
| 3Y | +673.8% | +167.4% | +506.5% | +386.4% |
| 5Y | +463.1% | +215.0% | +248.0% | +227.2% |
| All | +1,972.8% | +266.7% | +1,706.2% | +909.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling