+289.9%
WAB vs STLA
+46.8%
+243.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | +0.2% | +0.4% | -0.1% | +0.1% |
| 30D | -4.6% | -5.2% | +0.6% | -3.3% |
| 3M | +5.6% | -24.9% | +30.5% | +14.7% |
| 6M | +13.8% | -25.2% | +39.0% | +23.0% |
| YTD | +31.9% | -51.4% | +83.3% | +60.9% |
| 1Y | +48.3% | -40.7% | +89.0% | +66.4% |
| 3Y | +167.1% | -66.3% | +233.4% | +246.0% |
| 5Y | +222.9% | -63.2% | +286.1% | +291.3% |
| 10Y | +289.9% | +48.7% | +241.2% | +210.3% |
| All | +289.9% | +46.8% | +243.2% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling