+1,298.9%
STX vs W
+210.4%
+1,088.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.0% |
| 7D | -28.5% | -3.6% | -24.9% | -28.1% |
| 30D | -42.9% | +7.0% | -49.9% | -43.5% |
| 3M | -45.9% | +7.4% | -53.3% | -46.6% |
| 6M | -41.3% | +69.3% | -110.6% | -46.8% |
| YTD | +67.9% | +11.3% | +56.7% | +61.0% |
| 1Y | +66.5% | +13.2% | +53.3% | +58.9% |
| 3Y | +588.0% | +142.0% | +446.0% | +454.5% |
| 5Y | +449.1% | -54.6% | +503.7% | +391.4% |
| 10Y | +1,982.8% | +243.7% | +1,739.1% | +1,223.9% |
| All | +1,298.9% | +210.4% | +1,088.5% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling