+234.8%
WAT vs STT
+211.9%
+23.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.0% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +9.9% | -2.3% | +12.2% | +10.9% |
| 3M | +17.2% | -7.0% | +24.1% | +20.2% |
| 6M | +34.2% | +15.5% | +18.7% | +26.3% |
| YTD | +25.5% | +35.6% | -10.1% | +10.8% |
| 1Y | +28.3% | +47.9% | -19.6% | +9.5% |
| 3Y | +88.4% | +181.1% | -92.7% | +25.3% |
| 5Y | +36.1% | +108.2% | -72.0% | -2.4% |
| 10Y | +234.8% | +201.0% | +33.8% | +102.9% |
| All | +234.8% | +211.9% | +23.0% | +102.9% |
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