+89.4%
STM vs WAT
+27.0%
+62.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +6.1% |
| 7D | -5.6% | +6.0% | -11.6% | -6.2% |
| 30D | -14.4% | +9.9% | -24.3% | -15.1% |
| 3M | -20.5% | +17.2% | -37.6% | -21.3% |
| 6M | -24.5% | +34.2% | -58.7% | -25.9% |
| YTD | +72.7% | +25.5% | +47.2% | +64.2% |
| All | +89.4% | +27.0% | +62.4% | +79.9% |
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