+487.8%
STT vs WTW
+1,139.1%
-651.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.3% |
| 7D | +2.2% | -2.7% | +4.9% | +3.7% |
| 30D | +3.9% | -5.6% | +9.5% | +7.1% |
| 3M | +19.2% | +26.5% | -7.3% | +3.5% |
| 6M | +60.4% | +8.1% | +52.2% | +50.4% |
| YTD | +51.5% | -0.3% | +51.8% | +47.0% |
| 1Y | +76.3% | -0.9% | +77.1% | +71.1% |
| 3Y | +200.7% | +66.6% | +134.1% | +110.9% |
| 5Y | +157.5% | +54.0% | +103.5% | +88.9% |
| 10Y | +262.0% | +198.1% | +63.8% | +77.9% |
| All | +487.8% | +1,139.1% | -651.3% | +91.5% |
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 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