+1,907.8%
STX vs WAB
+282.0%
+1,625.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.8% |
| 7D | -17.3% | +4.0% | -21.3% | -18.6% |
| 30D | -35.9% | +6.3% | -42.3% | -37.6% |
| 3M | -37.3% | +3.3% | -40.6% | -37.9% |
| 6M | -35.8% | +14.5% | -50.3% | -39.8% |
| YTD | +82.7% | +42.7% | +40.1% | +53.8% |
| 1Y | +71.6% | +45.2% | +26.4% | +43.3% |
| 3Y | +635.3% | +173.8% | +461.5% | +356.4% |
| 5Y | +483.8% | +223.8% | +260.0% | +234.7% |
| All | +1,907.8% | +282.0% | +1,625.8% | +880.6% |
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