+1,077.4%
STX vs GWW
+221.1%
+856.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +9.6% | -0.5% | +10.0% | +9.7% |
| 30D | +10.6% | -1.4% | +12.0% | +11.1% |
| 3M | +4.8% | -3.6% | +8.4% | +5.7% |
| 6M | +137.3% | +15.1% | +122.1% | +121.5% |
| YTD | +222.5% | +27.5% | +195.0% | +186.2% |
| 1Y | +366.2% | +29.6% | +336.6% | +309.7% |
| 3Y | +1,352.9% | +90.1% | +1,262.8% | +964.6% |
| 5Y | +1,077.4% | +222.6% | +854.8% | +583.4% |
| All | +1,077.4% | +221.1% | +856.4% | +583.4% |
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