+98.8%
STM vs WTW
-2.8%
+101.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.3% |
| 7D | -1.1% | -7.8% | +6.7% | -5.4% |
| 30D | -7.8% | -7.9% | +0.1% | -11.7% |
| 3M | -28.2% | +19.9% | -48.1% | -18.1% |
| 6M | +52.0% | +9.8% | +42.2% | +70.1% |
| YTD | +96.4% | -3.3% | +99.7% | +112.4% |
| 1Y | +98.8% | -3.3% | +102.1% | +117.1% |
| All | +98.8% | -2.8% | +101.7% | +117.1% |
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