+228.0%
WAB vs STZ
-36.5%
+264.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.1% |
| 7D | +1.7% | -7.4% | +9.0% | +3.8% |
| 30D | -2.4% | -10.9% | +8.5% | +0.6% |
| 3M | +9.7% | -13.4% | +23.1% | +13.7% |
| 6M | +16.5% | -16.2% | +32.7% | +21.5% |
| YTD | +33.7% | -10.4% | +44.2% | +35.6% |
| 1Y | +49.7% | -14.8% | +64.5% | +54.0% |
| 3Y | +170.9% | -50.1% | +221.1% | +230.3% |
| 5Y | +228.0% | -38.8% | +266.8% | +240.8% |
| All | +228.0% | -36.5% | +264.6% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling