+8,652.1%
STX vs WAT
+1,802.7%
+6,849.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -28.5% | -1.1% | -27.4% | -28.0% |
| 30D | -42.9% | +5.0% | -47.9% | -43.9% |
| 3M | -45.9% | +14.5% | -60.4% | -49.0% |
| 6M | -41.3% | +30.9% | -72.2% | -48.3% |
| YTD | +67.9% | +20.5% | +47.5% | +51.6% |
| 1Y | +66.5% | +23.3% | +43.2% | +48.7% |
| 3Y | +588.0% | +81.5% | +506.5% | +390.1% |
| 5Y | +449.1% | +33.4% | +415.7% | +342.0% |
| 10Y | +1,982.8% | +231.5% | +1,751.3% | +960.5% |
| All | +8,652.1% | +1,802.7% | +6,849.4% | +2,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling