+71.6%
STX vs WAT
+26.7%
+44.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | -17.3% | +3.4% | -20.7% | -17.9% |
| 30D | -35.9% | +9.6% | -45.6% | -36.9% |
| 3M | -37.3% | +15.5% | -52.8% | -38.9% |
| 6M | -35.8% | +33.9% | -69.7% | -39.8% |
| YTD | +82.7% | +25.2% | +57.6% | +71.0% |
| 1Y | +71.6% | +26.3% | +45.4% | +61.2% |
| All | +71.6% | +26.7% | +44.9% | +61.2% |
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 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