-38.8%
STLA vs WTW
+3.0%
-41.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | +2.6% | -2.6% | +5.2% | +2.7% |
| 30D | -1.2% | -1.0% | -0.3% | -1.3% |
| 3M | -24.8% | +29.9% | -54.7% | -26.1% |
| 6M | -25.6% | +10.7% | -36.3% | -25.0% |
| YTD | -48.9% | +2.6% | -51.5% | -48.0% |
| 1Y | -38.8% | +2.8% | -41.5% | -38.1% |
| All | -38.8% | +3.0% | -41.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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