+1,335.2%
STX vs WAB
+162.1%
+1,173.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.9% |
| 7D | +2.4% | -3.2% | +5.6% | +4.6% |
| 30D | +1.4% | -4.4% | +5.8% | +4.7% |
| 3M | -8.2% | +7.9% | -16.1% | -13.0% |
| 6M | +127.0% | +8.7% | +118.3% | +113.2% |
| YTD | +209.1% | +33.0% | +176.2% | +153.2% |
| 1Y | +365.4% | +46.7% | +318.8% | +258.3% |
| All | +1,335.2% | +162.1% | +1,173.1% | +795.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling