+657.6%
STM vs WAT
+153.6%
+504.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +5.2% | -0.7% | +5.9% | +5.6% |
| 30D | -7.4% | -1.0% | -6.4% | -7.0% |
| 3M | -30.6% | +10.9% | -41.5% | -34.8% |
| 6M | +66.4% | +33.2% | +33.2% | +39.1% |
| YTD | +101.1% | +6.1% | +95.1% | +88.2% |
| 1Y | +97.4% | +30.2% | +67.1% | +62.3% |
| 3Y | +21.1% | +52.9% | -31.7% | -15.5% |
| 5Y | +22.5% | -5.1% | +27.6% | +13.5% |
| 10Y | +657.6% | +152.6% | +505.0% | +273.0% |
| All | +657.6% | +153.6% | +504.0% | +273.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling