+252.1%
STWD vs VT
+482.3%
-230.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +0.7% | -1.6% | +2.3% | +2.1% |
| 30D | -4.0% | -2.5% | -1.5% | -1.9% |
| 3M | -18.8% | -1.3% | -17.5% | -18.0% |
| 6M | -27.1% | +3.1% | -30.2% | -29.4% |
| YTD | -23.8% | +10.9% | -34.8% | -31.1% |
| 1Y | -22.3% | +12.1% | -34.4% | -30.4% |
| 3Y | -10.8% | +73.9% | -84.7% | -46.2% |
| 5Y | -19.8% | +58.0% | -77.8% | -47.1% |
| 10Y | +49.2% | +225.5% | -176.3% | -42.5% |
| All | +252.1% | +482.3% | -230.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling