+2.4%
STWD vs VT
+66.2%
-63.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | -0.8% | +1.0% | -1.8% | -1.7% |
| 3M | -3.2% | +2.4% | -5.6% | -5.7% |
| 6M | -6.0% | +12.0% | -18.0% | -16.3% |
| YTD | -5.5% | +15.3% | -20.8% | -18.5% |
| 1Y | -12.5% | +22.6% | -35.1% | -29.5% |
| 3Y | +5.0% | +74.7% | -69.7% | -42.7% |
| All | +2.4% | +66.2% | -63.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling