+53.6%
STWD vs VT
+231.8%
-178.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +1.6% |
| 7D | +5.8% | -0.3% | +6.1% | +6.1% |
| 30D | -0.2% | -1.4% | +1.2% | +1.2% |
| 3M | -17.6% | -1.4% | -16.2% | -16.5% |
| 6M | -23.4% | +5.5% | -28.9% | -28.0% |
| YTD | -21.3% | +12.8% | -34.1% | -31.3% |
| 1Y | -20.8% | +15.4% | -36.2% | -32.7% |
| 3Y | -7.8% | +76.9% | -84.7% | -51.1% |
| 5Y | -17.2% | +60.4% | -77.6% | -51.0% |
| 10Y | +53.6% | +232.8% | -179.1% | -51.4% |
| All | +53.6% | +231.8% | -178.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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