+30.2%
WAT vs STLA
-40.1%
+70.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.1% |
| 7D | -0.7% | +0.7% | -1.5% | -0.9% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | +10.9% | -23.9% | +34.8% | +14.8% |
| 6M | +33.2% | -24.6% | +57.8% | +37.9% |
| YTD | +6.1% | -50.5% | +56.6% | +15.5% |
| 1Y | +30.2% | -39.8% | +70.1% | +30.0% |
| All | +30.2% | -40.1% | +70.3% | +30.0% |
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 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