+50.9%
STLA vs WTW
+198.0%
-147.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -2.9% | -5.7% | +2.8% | -0.1% |
| 30D | +0.9% | -7.3% | +8.2% | +4.6% |
| 3M | -21.6% | +21.5% | -43.1% | -29.5% |
| 6M | -21.6% | +9.6% | -31.3% | -26.3% |
| YTD | -50.4% | -3.3% | -47.1% | -50.7% |
| 1Y | -43.6% | -6.1% | -37.4% | -43.2% |
| 3Y | -66.4% | +61.8% | -128.2% | -75.9% |
| 5Y | -62.3% | +42.7% | -105.0% | -71.4% |
| All | +50.9% | +198.0% | -147.1% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling