+252.7%
STLA vs WTW
+441.2%
-188.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -1.8% |
| 7D | +0.7% | -2.7% | +3.5% | +2.0% |
| 30D | -2.4% | -5.6% | +3.3% | +0.2% |
| 3M | -23.9% | +26.5% | -50.4% | -32.5% |
| 6M | -24.6% | +8.1% | -32.8% | -28.4% |
| YTD | -50.5% | -0.3% | -50.2% | -51.5% |
| 1Y | -39.8% | -0.9% | -39.0% | -41.1% |
| 3Y | -65.6% | +66.6% | -132.2% | -74.8% |
| 5Y | -62.1% | +54.0% | -116.1% | -71.4% |
| 10Y | +47.8% | +198.1% | -150.4% | -20.6% |
| All | +252.7% | +441.2% | -188.5% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling