-67.2%
STLA vs WTW
+61.8%
-128.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.8% | -7.8% | +4.0% | -2.5% |
| 30D | -3.1% | -7.9% | +4.8% | -1.8% |
| 3M | -19.6% | +19.9% | -39.6% | -22.4% |
| 6M | -23.5% | +9.8% | -33.3% | -24.6% |
| YTD | -51.5% | -3.3% | -48.2% | -51.0% |
| 1Y | -39.7% | -3.3% | -36.4% | -39.1% |
| All | -67.2% | +61.8% | -128.9% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling