+1,144.9%
STX vs WAB
+231.1%
+913.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.1% |
| 7D | +10.7% | +1.7% | +9.1% | +9.5% |
| 30D | +11.3% | -2.4% | +13.7% | +13.4% |
| 3M | +3.2% | +9.7% | -6.5% | -3.5% |
| 6M | +157.0% | +16.5% | +140.5% | +129.7% |
| YTD | +229.2% | +33.7% | +195.5% | +167.1% |
| 1Y | +381.8% | +49.7% | +332.2% | +262.1% |
| 3Y | +1,383.2% | +170.9% | +1,212.2% | +632.6% |
| 5Y | +1,144.9% | +228.0% | +916.8% | +433.8% |
| All | +1,144.9% | +231.1% | +913.8% | +433.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling