+2,475.1%
STX vs W
+176.2%
+2,298.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +6.0% |
| 7D | +2.4% | -4.2% | +6.5% | +3.0% |
| 30D | +1.4% | -7.6% | +9.0% | +2.3% |
| 3M | -8.2% | +37.2% | -45.4% | -13.9% |
| 6M | +127.0% | +26.3% | +100.7% | +114.4% |
| YTD | +209.1% | -1.0% | +210.1% | +201.8% |
| 1Y | +365.4% | +20.1% | +345.3% | +337.4% |
| 3Y | +1,135.4% | +37.8% | +1,097.6% | +971.5% |
| 5Y | +991.5% | -63.7% | +1,055.2% | +905.7% |
| 10Y | +3,695.8% | +156.3% | +3,539.5% | +2,388.6% |
| All | +2,475.1% | +176.2% | +2,298.9% | +1,584.2% |
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 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