+73.2%
STX vs W
+8.7%
+64.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +9.1% |
| 7D | -14.8% | +3.3% | -18.1% | -14.9% |
| 30D | -35.4% | +10.5% | -45.9% | -36.0% |
| 3M | -37.7% | +9.6% | -47.3% | -38.3% |
| 6M | -35.2% | +76.4% | -111.6% | -43.5% |
| YTD | +84.4% | +16.4% | +68.0% | +81.8% |
| All | +73.2% | +8.7% | +64.5% | +77.4% |
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