+289.9%
WAB vs STZ
-13.0%
+303.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +0.2% | -6.0% | +6.3% | +2.7% |
| 30D | -4.6% | -8.9% | +4.3% | -1.2% |
| 3M | +5.6% | -12.6% | +18.2% | +10.8% |
| 6M | +13.8% | -17.2% | +31.0% | +21.4% |
| YTD | +31.9% | -10.0% | +41.9% | +34.7% |
| 1Y | +48.3% | -14.3% | +62.6% | +54.2% |
| 3Y | +167.1% | -49.9% | +217.1% | +244.0% |
| 5Y | +222.9% | -38.2% | +261.1% | +269.8% |
| 10Y | +289.9% | -12.0% | +301.9% | +276.1% |
| All | +289.9% | -13.0% | +303.0% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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