+588.0%
STX vs WAB
+157.8%
+430.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.6% |
| 7D | -28.5% | +1.4% | -29.9% | -28.9% |
| 30D | -42.9% | +0.4% | -43.3% | -42.7% |
| 3M | -45.9% | -3.8% | -42.1% | -43.8% |
| 6M | -41.3% | +5.1% | -46.4% | -43.1% |
| YTD | +67.9% | +33.3% | +34.6% | +37.0% |
| 1Y | +66.5% | +39.8% | +26.7% | +31.5% |
| 3Y | +588.0% | +161.1% | +426.9% | +289.9% |
| All | +588.0% | +157.8% | +430.2% | +289.9% |
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