+226.2%
WAT vs STT
+204.5%
+21.7%
-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% | +0.8% | +0.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | +5.0% | -5.0% | +9.9% | +6.9% |
| 3M | +14.5% | -10.5% | +25.0% | +19.1% |
| 6M | +30.9% | +10.0% | +20.9% | +25.5% |
| YTD | +20.5% | +30.7% | -10.2% | +7.9% |
| 1Y | +23.3% | +43.8% | -20.5% | +6.4% |
| 3Y | +81.5% | +168.1% | -86.6% | +22.9% |
| 5Y | +33.4% | +101.4% | -68.0% | -3.2% |
| All | +226.2% | +204.5% | +21.7% | +99.5% |
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