+234.8%
WAT vs STLA
+21.0%
+213.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +6.0% | -6.4% | +12.4% | +7.8% |
| 30D | +9.9% | -1.3% | +11.2% | +9.8% |
| 3M | +17.2% | -19.9% | +37.1% | +23.0% |
| 6M | +34.2% | -42.9% | +77.1% | +53.1% |
| YTD | +25.5% | -59.4% | +84.9% | +54.2% |
| 1Y | +28.3% | -56.8% | +85.1% | +54.5% |
| 3Y | +88.4% | -73.1% | +161.4% | +148.3% |
| 5Y | +36.1% | -70.1% | +106.2% | +69.5% |
| 10Y | +234.8% | +19.8% | +215.0% | +214.0% |
| All | +234.8% | +21.0% | +213.8% | +214.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling