+4,103.0%
WAB vs STZ
+2,968.8%
+1,134.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +1.4% | +4.9% | -3.5% | 0.0% |
| 30D | +0.4% | +20.9% | -20.5% | -5.3% |
| 3M | -3.8% | +8.0% | -11.8% | -6.6% |
| 6M | +5.1% | -5.3% | +10.4% | +5.7% |
| YTD | +33.3% | +5.9% | +27.4% | +29.0% |
| 1Y | +39.8% | +14.2% | +25.6% | +32.1% |
| 3Y | +161.1% | -37.0% | +198.0% | +188.4% |
| 5Y | +209.5% | -29.7% | +239.2% | +229.8% |
| 10Y | +293.8% | +5.2% | +288.7% | +268.8% |
| All | +4,103.0% | +2,968.8% | +1,134.2% | +1,804.8% |
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 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