+655.9%
STM vs WTW
+198.0%
+457.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -1.4% | -5.7% | +4.3% | +1.1% |
| 30D | -4.9% | -7.3% | +2.3% | -2.1% |
| 3M | -34.0% | +21.5% | -55.4% | -40.5% |
| 6M | +51.8% | +9.6% | +42.2% | +41.5% |
| YTD | +99.4% | -3.3% | +102.6% | +95.0% |
| 1Y | +99.1% | -6.1% | +105.2% | +97.2% |
| 3Y | +19.5% | +61.8% | -42.4% | -20.9% |
| 5Y | +19.5% | +42.7% | -23.2% | -14.4% |
| All | +655.9% | +198.0% | +457.8% | +259.1% |
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 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