+1,967.8%
STX vs W
+228.8%
+1,739.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.3% |
| 7D | -17.3% | +1.1% | -18.4% | -17.4% |
| 30D | -35.9% | +6.4% | -42.3% | -36.5% |
| 3M | -37.3% | +9.0% | -46.3% | -38.3% |
| 6M | -35.8% | +69.8% | -105.6% | -42.3% |
| YTD | +82.7% | +12.1% | +70.7% | +74.5% |
| 1Y | +71.6% | 0.0% | +71.6% | +66.6% |
| 3Y | +635.3% | +160.3% | +474.9% | +476.5% |
| 5Y | +483.8% | -53.3% | +537.1% | +416.7% |
| 10Y | +1,967.8% | +217.0% | +1,750.8% | +1,238.8% |
| All | +1,967.8% | +228.8% | +1,739.0% | +1,238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling