+30.8%
WAT vs STLA
-70.1%
+100.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | -4.5% | +3.4% | 0.0% |
| 30D | +5.0% | -3.9% | +8.9% | +5.7% |
| 3M | +14.5% | -20.2% | +34.7% | +20.6% |
| 6M | +30.9% | -42.2% | +73.1% | +49.7% |
| YTD | +20.5% | -59.3% | +79.8% | +49.9% |
| 1Y | +23.3% | -56.1% | +79.3% | +49.2% |
| 3Y | +81.5% | -73.7% | +155.1% | +145.3% |
| All | +30.8% | -70.1% | +100.8% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling