+19.6%
STM vs WTW
+60.9%
-41.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -1.7% |
| 7D | +1.7% | -7.1% | +8.8% | -0.2% |
| 30D | -5.2% | -8.5% | +3.4% | -7.1% |
| 3M | -29.6% | +20.6% | -50.2% | -25.6% |
| 6M | +54.4% | +7.2% | +47.1% | +62.0% |
| YTD | +99.5% | -3.9% | +103.4% | +108.7% |
| 1Y | +100.8% | -3.6% | +104.4% | +109.9% |
| All | +19.6% | +60.9% | -41.4% | +15.6% |
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