+97.4%
STM vs WAT
+32.5%
+64.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +5.2% | -0.7% | +5.9% | +5.2% |
| 30D | -7.4% | -1.0% | -6.4% | -7.3% |
| 3M | -30.6% | +10.9% | -41.5% | -31.0% |
| 6M | +66.4% | +33.2% | +33.2% | +60.6% |
| YTD | +101.1% | +6.1% | +95.1% | +95.1% |
| 1Y | +97.4% | +30.2% | +67.1% | +80.2% |
| All | +97.4% | +32.5% | +64.9% | +80.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling