+48.3%
WAB vs STLA
-41.2%
+89.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +0.2% | +0.4% | -0.1% | +0.2% |
| 30D | -4.6% | -5.2% | +0.6% | -4.1% |
| 3M | +5.6% | -24.9% | +30.5% | +9.0% |
| 6M | +13.8% | -25.2% | +39.0% | +17.2% |
| YTD | +31.9% | -51.4% | +83.3% | +39.8% |
| 1Y | +48.3% | -40.7% | +89.0% | +54.4% |
| All | +48.3% | -41.2% | +89.5% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling