+10,726.6%
WAT vs STT
+3,086.9%
+7,639.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +2.3% | +3.9% | -1.5% | +1.2% |
| 3M | +8.7% | +20.0% | -11.2% | +3.1% |
| 6M | +28.3% | +55.3% | -27.0% | +13.0% |
| YTD | +7.8% | +53.3% | -45.6% | -4.9% |
| 1Y | +36.6% | +74.7% | -38.1% | +15.9% |
| 3Y | +45.7% | +205.8% | -160.2% | +5.4% |
| 5Y | -3.3% | +145.0% | -148.3% | -27.2% |
| 10Y | +162.1% | +266.0% | -103.9% | +69.0% |
| All | +10,726.6% | +3,086.9% | +7,639.6% | +3,072.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling