+161.1%
WAB vs STZ
-37.2%
+198.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.1% |
| 7D | +1.4% | +4.9% | -3.5% | +0.8% |
| 30D | +0.4% | +20.9% | -20.5% | -2.4% |
| 3M | -3.8% | +8.0% | -11.8% | -4.9% |
| 6M | +5.1% | -5.3% | +10.4% | +6.1% |
| YTD | +33.3% | +5.9% | +27.4% | +31.1% |
| 1Y | +39.8% | +14.2% | +25.6% | +35.5% |
| 3Y | +161.1% | -37.0% | +198.0% | +169.3% |
| All | +161.1% | -37.2% | +198.2% | +169.3% |
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 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