+1,019.5%
STX vs WAT
-3.2%
+1,022.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.7% |
| 7D | +2.4% | -1.3% | +3.6% | +2.8% |
| 30D | +1.4% | +2.3% | -1.0% | +0.3% |
| 3M | -8.2% | +8.7% | -17.0% | -11.4% |
| 6M | +127.0% | +28.3% | +98.7% | +104.4% |
| YTD | +209.1% | +7.8% | +201.4% | +195.5% |
| 1Y | +365.4% | +36.6% | +328.8% | +304.7% |
| 3Y | +1,135.4% | +45.7% | +1,089.7% | +894.8% |
| All | +1,019.5% | -3.2% | +1,022.8% | +907.0% |
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