+264.3%
STT vs WTW
+198.0%
+66.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.4% | -5.7% | +5.3% | +2.7% |
| 30D | +1.7% | -7.3% | +9.0% | +5.8% |
| 3M | +17.9% | +21.5% | -3.6% | +4.8% |
| 6M | +55.3% | +9.6% | +45.7% | +44.6% |
| YTD | +52.7% | -3.3% | +55.9% | +51.1% |
| 1Y | +75.7% | -6.1% | +81.8% | +76.6% |
| 3Y | +197.9% | +61.8% | +136.1% | +105.1% |
| 5Y | +158.8% | +42.7% | +116.1% | +92.3% |
| All | +264.3% | +198.0% | +66.2% | +85.1% |
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