+588.0%
STX vs WAT
+74.7%
+513.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -28.5% | -1.1% | -27.4% | -28.1% |
| 30D | -42.9% | +5.0% | -47.9% | -43.4% |
| 3M | -45.9% | +14.5% | -60.4% | -47.8% |
| 6M | -41.3% | +30.9% | -72.2% | -45.7% |
| YTD | +67.9% | +20.5% | +47.5% | +57.8% |
| 1Y | +66.5% | +23.3% | +43.2% | +55.4% |
| 3Y | +588.0% | +81.5% | +506.5% | +515.5% |
| All | +588.0% | +74.7% | +513.2% | +515.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling