+150.0%
STM vs WTW
+1,174.9%
-1,024.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.9% |
| 7D | +5.8% | -2.6% | +8.4% | +7.1% |
| 30D | -1.0% | -1.0% | 0.0% | -0.8% |
| 3M | -33.3% | +29.9% | -63.2% | -42.0% |
| 6M | +57.4% | +10.7% | +46.7% | +45.4% |
| YTD | +102.2% | +2.6% | +99.6% | +90.8% |
| 1Y | +99.6% | +2.8% | +96.8% | +87.4% |
| 3Y | +14.5% | +67.3% | -52.8% | -19.4% |
| 5Y | +21.4% | +56.6% | -35.3% | -11.4% |
| 10Y | +695.0% | +204.1% | +490.9% | +313.3% |
| All | +150.0% | +1,174.9% | -1,024.9% | -2.8% |
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