+27.3%
WAT vs STLA
-53.0%
+80.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.9% |
| 30D | +6.2% | +3.6% | +2.7% | +5.5% |
| 3M | +18.1% | -20.6% | +38.7% | +21.6% |
| 6M | +54.9% | -34.3% | +89.2% | +63.0% |
| YTD | +23.1% | -57.3% | +80.4% | +36.2% |
| 1Y | +27.3% | -52.6% | +79.9% | +36.3% |
| All | +27.3% | -53.0% | +80.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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