+26.6%
WAT vs STT
+46.6%
-20.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.2% |
| 7D | +6.0% | +0.9% | +5.1% | +5.8% |
| 30D | +9.9% | -2.3% | +12.2% | +10.5% |
| 3M | +17.2% | -7.5% | +24.6% | +19.3% |
| 6M | +34.2% | +14.9% | +19.4% | +26.2% |
| YTD | +25.5% | +34.9% | -9.4% | +9.5% |
| All | +26.6% | +46.6% | -20.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling