-4.6%
STM vs WAT
+28.6%
-33.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +12.0% | +0.6% | +11.4% | +11.8% |
| 30D | -0.4% | +5.4% | -5.8% | -2.3% |
| 3M | -13.2% | +11.3% | -24.5% | -16.9% |
| 6M | -26.1% | +37.4% | -63.5% | -35.8% |
| YTD | +81.2% | +21.2% | +60.0% | +63.0% |
| 1Y | +98.3% | +21.3% | +77.0% | +78.1% |
| 3Y | +16.7% | +83.4% | -66.7% | -21.7% |
| All | -4.6% | +28.6% | -33.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling