+16,011.1%
STX vs WAB
+4,327.1%
+11,684.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | +2.4% | -3.2% | +5.6% | +4.0% |
| 30D | +1.4% | -4.4% | +5.8% | +3.8% |
| 3M | -8.2% | +7.9% | -16.1% | -11.6% |
| 6M | +127.0% | +8.7% | +118.3% | +118.0% |
| YTD | +209.1% | +33.0% | +176.2% | +169.3% |
| 1Y | +365.4% | +46.7% | +318.8% | +287.2% |
| 3Y | +1,135.4% | +153.0% | +982.4% | +691.2% |
| 5Y | +991.5% | +222.3% | +769.2% | +522.6% |
| 10Y | +3,695.8% | +291.0% | +3,404.8% | +1,687.6% |
| All | +16,011.1% | +4,327.1% | +11,684.0% | +2,604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling