+261.5%
WAB vs STLA
-4.1%
+265.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +5.1% | -13.8% | +18.8% | +9.9% |
| 30D | +4.0% | -10.5% | +14.5% | +7.1% |
| 3M | +0.1% | -28.9% | +29.0% | +9.9% |
| 6M | +12.8% | -49.7% | +62.5% | +37.7% |
| YTD | +40.1% | -64.9% | +105.0% | +88.1% |
| 1Y | +46.4% | -64.0% | +110.4% | +94.2% |
| 3Y | +167.4% | -77.4% | +244.8% | +294.2% |
| 5Y | +215.0% | -74.4% | +289.5% | +326.7% |
| All | +261.5% | -4.1% | +265.6% | +197.6% |
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