+481.0%
STX vs GWW
+224.0%
+257.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | +16.8% | +3.7% | +13.1% | +15.3% |
| 30D | -27.0% | +13.6% | -40.6% | -30.6% |
| 3M | -37.9% | +15.4% | -53.2% | -41.3% |
| 6M | -32.5% | +21.8% | -54.3% | -38.1% |
| YTD | +98.6% | +50.0% | +48.5% | +64.8% |
| 1Y | +93.6% | +60.2% | +33.4% | +56.0% |
| 3Y | +699.1% | +94.4% | +604.7% | +480.6% |
| 5Y | +481.0% | +221.8% | +259.2% | +206.9% |
| All | +481.0% | +224.0% | +257.0% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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