+3,343.4%
STX vs WTW
+198.0%
+3,145.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | -2.3% | -5.7% | +3.5% | -0.4% |
| 30D | -5.5% | -7.3% | +1.8% | -3.5% |
| 3M | -4.3% | +21.5% | -25.8% | -12.5% |
| 6M | +115.6% | +9.6% | +106.0% | +103.0% |
| YTD | +202.2% | -3.3% | +205.5% | +198.1% |
| 1Y | +325.3% | -6.1% | +331.4% | +323.4% |
| 3Y | +1,283.9% | +61.8% | +1,222.1% | +918.1% |
| 5Y | +1,048.3% | +42.7% | +1,005.6% | +790.5% |
| All | +3,343.4% | +198.0% | +3,145.4% | +1,599.2% |
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