+9,509.3%
STX vs WAT
+1,882.1%
+7,627.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.2% | +5.6% | +8.0% |
| 7D | -14.8% | +6.0% | -20.8% | -16.7% |
| 30D | -35.4% | +9.9% | -45.3% | -37.6% |
| 3M | -37.7% | +17.2% | -54.8% | -41.8% |
| 6M | -35.2% | +34.2% | -69.5% | -43.5% |
| YTD | +84.4% | +25.5% | +58.9% | +63.7% |
| 1Y | +82.3% | +28.3% | +54.0% | +60.2% |
| 3Y | +646.2% | +88.4% | +557.9% | +424.1% |
| 5Y | +487.4% | +36.1% | +451.3% | +369.4% |
| 10Y | +2,071.0% | +234.8% | +1,836.2% | +1,002.0% |
| All | +9,509.3% | +1,882.1% | +7,627.2% | +2,219.7% |
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