+17.7%
STM vs WTW
+42.3%
-24.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -1.1% | -7.8% | +6.7% | +0.3% |
| 30D | -7.8% | -7.9% | +0.1% | -6.6% |
| 3M | -28.2% | +19.9% | -48.1% | -31.0% |
| 6M | +52.0% | +9.8% | +42.2% | +48.7% |
| YTD | +96.4% | -3.3% | +99.7% | +98.9% |
| 1Y | +98.8% | -3.3% | +102.1% | +100.5% |
| 3Y | +18.3% | +61.5% | -43.3% | -18.8% |
| 5Y | +17.7% | +42.6% | -24.9% | -15.5% |
| All | +17.7% | +42.3% | -24.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling