+261.5%
WAB vs STZ
+13.4%
+248.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +5.1% | +2.6% | +2.5% | +4.0% |
| 30D | +4.0% | +15.2% | -11.2% | -2.2% |
| 3M | +0.1% | +7.6% | -7.5% | -3.6% |
| 6M | +12.8% | +5.3% | +7.5% | +8.9% |
| YTD | +40.1% | +8.6% | +31.4% | +31.8% |
| 1Y | +46.4% | +15.6% | +30.8% | +33.7% |
| 3Y | +167.4% | -35.2% | +202.5% | +207.4% |
| 5Y | +215.0% | -29.1% | +244.1% | +241.3% |
| All | +261.5% | +13.4% | +248.1% | +219.6% |
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