+512.3%
WAT vs STLA
+263.8%
+248.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | +2.3% | -1.2% | +3.6% | +2.5% |
| 3M | +8.7% | -24.8% | +33.5% | +14.3% |
| 6M | +28.3% | -25.6% | +53.9% | +34.8% |
| YTD | +7.8% | -48.9% | +56.7% | +20.3% |
| 1Y | +36.6% | -38.8% | +75.4% | +46.4% |
| 3Y | +45.7% | -64.5% | +110.2% | +69.5% |
| 5Y | -3.3% | -62.4% | +59.1% | +9.5% |
| 10Y | +162.1% | +55.4% | +106.7% | +139.4% |
| All | +512.3% | +263.8% | +248.5% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling