+10,374.7%
STX vs WAB
+4,660.7%
+5,713.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +9.9% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -26.8% | +6.4% | -33.2% | -28.6% |
| 3M | -32.7% | +2.2% | -34.9% | -32.9% |
| 6M | -33.7% | +13.7% | -47.4% | -37.5% |
| YTD | +101.0% | +43.0% | +58.0% | +70.0% |
| 1Y | +92.7% | +47.0% | +45.7% | +60.9% |
| 3Y | +708.7% | +174.4% | +534.3% | +401.4% |
| 5Y | +504.0% | +222.2% | +281.8% | +246.0% |
| 10Y | +2,108.4% | +276.9% | +1,831.5% | +965.6% |
| All | +10,374.7% | +4,660.7% | +5,713.9% | +1,607.2% |
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