+4,398.0%
WAB vs STZ
+3,045.4%
+1,352.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +4.0% | +5.3% | -1.3% | +2.5% |
| 30D | +6.3% | +19.6% | -13.3% | +0.7% |
| 3M | +3.3% | +10.0% | -6.7% | -0.1% |
| 6M | +14.5% | -0.3% | +14.7% | +13.4% |
| YTD | +42.7% | +8.6% | +34.1% | +37.1% |
| 1Y | +45.2% | +16.6% | +28.6% | +36.4% |
| 3Y | +173.8% | -34.8% | +208.5% | +199.5% |
| 5Y | +223.8% | -27.8% | +251.6% | +242.6% |
| 10Y | +280.5% | +12.5% | +268.0% | +250.7% |
| All | +4,398.0% | +3,045.4% | +1,352.6% | +1,924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling