+102.4%
STX vs W
+0.7%
+101.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +14.6% | +0.2% | +14.4% | +14.6% |
| 30D | -26.0% | +6.8% | -32.8% | -26.2% |
| 3M | -42.6% | +10.7% | -53.3% | -43.1% |
| 6M | -35.3% | +86.3% | -121.6% | -44.1% |
| YTD | +92.5% | +11.5% | +81.0% | +91.5% |
| 1Y | +102.4% | +5.1% | +97.3% | +104.2% |
| All | +102.4% | +0.7% | +101.7% | +104.2% |
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