+19.3%
WAT vs STLA
-64.2%
+83.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.2% | -1.0% |
| 7D | +2.0% | -13.1% | +15.1% | +3.9% |
| 30D | +7.7% | -13.3% | +21.0% | +9.5% |
| 3M | +11.1% | -27.9% | +38.9% | +15.7% |
| 6M | +31.2% | -47.8% | +79.1% | +41.9% |
| YTD | +21.7% | -64.6% | +86.2% | +36.6% |
| 1Y | +19.3% | -64.0% | +83.3% | +32.7% |
| All | +19.3% | -64.2% | +83.5% | +32.7% |
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