+123.8%
STX vs W
+21.5%
+102.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +11.0% | -19.1% | -9.5% |
| 7D | -20.2% | +8.4% | -28.6% | -21.0% |
| 30D | -37.2% | +16.5% | -53.7% | -38.5% |
| 3M | -34.1% | +6.4% | -40.5% | -34.7% |
| 6M | -24.5% | +90.5% | -115.0% | -35.4% |
| YTD | +102.9% | +23.1% | +79.9% | +97.4% |
| 1Y | +123.8% | +24.3% | +99.5% | +115.4% |
| All | +123.8% | +21.5% | +102.3% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling