+83.4%
WAT vs STT
+182.6%
-99.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +4.8% | -4.2% | -1.5% |
| 30D | +5.4% | +3.9% | +1.5% | +3.7% |
| 3M | +11.3% | -8.2% | +19.5% | +15.2% |
| 6M | +37.4% | +15.6% | +21.8% | +27.1% |
| YTD | +21.2% | +37.6% | -16.5% | +2.3% |
| 1Y | +21.3% | +50.1% | -28.8% | -2.1% |
| 3Y | +83.4% | +183.1% | -99.7% | +7.4% |
| All | +83.4% | +182.6% | -99.2% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling