+2,071.0%
STX vs W
+268.4%
+1,802.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +9.1% |
| 7D | -14.8% | +3.3% | -18.1% | -15.2% |
| 30D | -35.4% | +10.5% | -45.9% | -36.4% |
| 3M | -37.7% | +9.6% | -47.3% | -38.7% |
| 6M | -35.2% | +76.4% | -111.6% | -42.1% |
| YTD | +84.4% | +16.4% | +68.0% | +75.0% |
| 1Y | +82.3% | +9.3% | +72.9% | +74.5% |
| 3Y | +646.2% | +172.8% | +473.4% | +480.6% |
| 5Y | +487.4% | -53.4% | +540.8% | +419.6% |
| 10Y | +2,071.0% | +243.6% | +1,827.4% | +1,260.0% |
| All | +2,071.0% | +268.4% | +1,802.6% | +1,260.0% |
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