+1,048.0%
STX vs WTW
+42.0%
+1,006.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -2.3% | -5.7% | +3.5% | -1.6% |
| 30D | -5.5% | -7.3% | +1.8% | -4.8% |
| 3M | -4.3% | +21.5% | -25.8% | -8.5% |
| 6M | +115.6% | +9.6% | +106.0% | +110.7% |
| YTD | +202.2% | -3.3% | +205.5% | +206.7% |
| 1Y | +325.3% | -6.1% | +331.4% | +335.2% |
| 3Y | +1,283.9% | +61.8% | +1,222.1% | +947.8% |
| All | +1,048.0% | +42.0% | +1,006.0% | +785.1% |
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 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