+2,071.0%
STX vs BBWI
-41.3%
+2,112.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.5% |
| 7D | -14.8% | -6.2% | -8.6% | -13.8% |
| 30D | -35.4% | +25.5% | -60.8% | -37.7% |
| 3M | -37.7% | +8.0% | -45.7% | -38.8% |
| 6M | -35.2% | +12.7% | -47.9% | -37.4% |
| YTD | +84.4% | +11.6% | +72.7% | +77.1% |
| 1Y | +82.3% | -0.9% | +83.1% | +77.4% |
| 3Y | +646.2% | -22.7% | +668.9% | +636.3% |
| 5Y | +487.4% | -67.2% | +554.6% | +531.0% |
| 10Y | +2,071.0% | -43.7% | +2,114.7% | +1,936.5% |
| All | +2,071.0% | -41.3% | +2,112.3% | +1,936.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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