-15.7%
STM vs WAT
+32.4%
-48.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.0% |
| 7D | -10.7% | -1.1% | -9.6% | -10.2% |
| 30D | -25.7% | +5.0% | -30.7% | -27.0% |
| 3M | -21.6% | +14.5% | -36.0% | -25.8% |
| 6M | -27.8% | +30.9% | -58.7% | -36.2% |
| YTD | +61.8% | +20.5% | +41.3% | +45.9% |
| 1Y | +78.1% | +23.3% | +54.8% | +58.6% |
| 3Y | +4.9% | +81.5% | -76.6% | -29.2% |
| All | -15.7% | +32.4% | -48.1% | -33.8% |
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