+96.5%
STM vs WAT
+32.9%
+63.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -6.2% |
| 7D | -6.0% | -1.9% | -4.1% | -5.8% |
| 30D | -20.9% | +6.2% | -27.2% | -21.3% |
| 3M | -15.8% | +18.1% | -33.8% | -16.6% |
| 6M | -17.0% | +54.9% | -71.9% | -20.0% |
| YTD | +76.8% | +23.1% | +53.7% | +68.5% |
| 1Y | +96.5% | +27.3% | +69.2% | +85.1% |
| All | +96.5% | +32.9% | +63.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling