+42.6%
STWD price history and return analytics
+217.6%
-175.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.8% |
| 7D | -5.1% | -0.1% | -5.0% | -5.2% |
| 30D | -6.5% | -3.1% | -3.4% | -3.7% |
| 3M | -26.1% | -3.5% | -22.6% | -23.6% |
| 6M | -28.7% | +0.5% | -29.1% | -29.6% |
| YTD | -27.7% | +10.8% | -38.5% | -35.9% |
| 1Y | -25.3% | +11.9% | -37.2% | -34.6% |
| 3Y | -15.5% | +73.0% | -88.4% | -54.3% |
| 5Y | -25.0% | +58.6% | -83.6% | -55.3% |
| 10Y | +42.6% | +219.2% | -176.6% | -53.0% |
| All | +42.6% | +217.6% | -175.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling