+48.3%
WAB vs STZ
-14.3%
+62.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.2% | -6.0% | +6.3% | +1.0% |
| 30D | -4.6% | -8.9% | +4.3% | -3.5% |
| 3M | +5.6% | -12.6% | +18.2% | +7.2% |
| 6M | +13.8% | -17.2% | +31.0% | +16.3% |
| YTD | +31.9% | -10.0% | +41.9% | +30.7% |
| 1Y | +48.3% | -14.3% | +62.6% | +48.3% |
| All | +48.3% | -14.3% | +62.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling