+33.2%
WAT vs STT
+104.1%
-71.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.6% | +4.8% | -4.2% | -1.3% |
| 30D | +5.4% | +3.9% | +1.5% | +3.8% |
| 3M | +11.3% | -8.2% | +19.5% | +15.0% |
| 6M | +37.4% | +15.6% | +21.8% | +28.4% |
| YTD | +21.2% | +37.6% | -16.5% | +4.7% |
| 1Y | +21.3% | +50.1% | -28.8% | +1.0% |
| 3Y | +83.4% | +183.1% | -99.7% | +15.6% |
| All | +33.2% | +104.1% | -71.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling