+39.2%
STWD price history and return analytics
+221.8%
-182.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -5.9% | +2.4% | -8.2% | -8.2% |
| 30D | -8.4% | -1.5% | -6.9% | -7.3% |
| 3M | -28.2% | -4.1% | -24.1% | -25.3% |
| 6M | -29.4% | +0.6% | -30.0% | -30.4% |
| YTD | -31.1% | +11.0% | -42.1% | -39.0% |
| 1Y | -28.9% | +13.3% | -42.2% | -38.5% |
| 3Y | -19.1% | +73.4% | -92.5% | -56.3% |
| 5Y | -28.5% | +57.4% | -85.9% | -57.0% |
| All | +39.2% | +221.8% | -182.6% | -53.6% |
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