+166.5%
WAB vs STZ
-47.2%
+213.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -3.2% | -1.9% | -1.3% | -2.9% |
| 30D | -4.4% | -1.9% | -2.6% | -4.2% |
| 3M | +7.9% | -6.2% | +14.1% | +8.8% |
| 6M | +8.7% | -14.0% | +22.7% | +11.4% |
| YTD | +33.0% | -5.1% | +38.1% | +32.8% |
| 1Y | +46.7% | -9.6% | +56.2% | +47.8% |
| All | +166.5% | -47.2% | +213.8% | +197.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling