+51.7%
STWD vs VT
+214.8%
-163.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +3.6% |
| 7D | +3.9% | -4.2% | +8.0% | +8.3% |
| 30D | -0.4% | -5.8% | +5.4% | +5.6% |
| 3M | -17.8% | -5.2% | -12.5% | -13.4% |
| 6M | -24.9% | +0.1% | -25.0% | -25.7% |
| YTD | -21.7% | +8.2% | -29.9% | -28.9% |
| 1Y | -21.6% | +10.1% | -31.7% | -30.2% |
| 3Y | -8.3% | +69.7% | -78.0% | -49.4% |
| 5Y | -18.6% | +53.4% | -71.9% | -49.7% |
| All | +51.7% | +214.8% | -163.1% | -49.7% |
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