+476.2%
STX vs W
-55.8%
+532.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.8% |
| 3M | -42.6% | +10.7% | -53.3% | -43.7% |
| 6M | -35.3% | +86.3% | -121.6% | -43.5% |
| YTD | +92.5% | +11.5% | +81.0% | +83.0% |
| 1Y | +102.4% | +5.1% | +97.3% | +94.0% |
| 3Y | +673.8% | +171.0% | +502.8% | +480.2% |
| All | +476.2% | -55.8% | +532.0% | +352.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling