+1,019.5%
STX vs W
-63.2%
+1,082.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.9% |
| 7D | +2.4% | -4.2% | +6.5% | +3.1% |
| 30D | +1.4% | -7.6% | +9.0% | +2.5% |
| 3M | -8.2% | +37.2% | -45.4% | -15.1% |
| 6M | +127.0% | +26.3% | +100.7% | +111.7% |
| YTD | +209.1% | -1.0% | +210.1% | +200.2% |
| 1Y | +365.4% | +20.1% | +345.3% | +331.2% |
| 3Y | +1,135.4% | +37.8% | +1,097.6% | +927.7% |
| All | +1,019.5% | -63.2% | +1,082.7% | +856.5% |
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