+2,038.9%
STX vs W
+211.1%
+1,827.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | +16.8% | -1.7% | +18.5% | +17.2% |
| 30D | -27.0% | +3.2% | -30.3% | -27.4% |
| 3M | -37.9% | +8.3% | -46.2% | -38.8% |
| 6M | -32.5% | +84.3% | -116.8% | -40.0% |
| YTD | +98.6% | +11.0% | +87.6% | +90.0% |
| 1Y | +93.6% | -0.2% | +93.8% | +88.0% |
| 3Y | +699.1% | +157.9% | +541.1% | +527.6% |
| 5Y | +481.0% | -56.8% | +537.8% | +419.8% |
| All | +2,038.9% | +211.1% | +1,827.8% | +1,287.0% |
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