+156.7%
WAT vs STT
+268.7%
-112.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +2.3% | +3.9% | -1.5% | +0.8% |
| 3M | +8.7% | +20.0% | -11.2% | +1.2% |
| 6M | +28.3% | +55.3% | -27.0% | +8.0% |
| YTD | +7.8% | +53.3% | -45.6% | -9.1% |
| 1Y | +36.6% | +74.7% | -38.1% | +9.2% |
| 3Y | +45.7% | +205.8% | -160.2% | -6.4% |
| 5Y | -3.3% | +145.0% | -148.3% | -35.0% |
| All | +156.7% | +268.7% | -112.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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