-23.6%
STWD price history and return analytics
+53.4%
-77.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.7% | -6.7% |
| 7D | -1.2% | -2.3% | +1.1% | +0.8% |
| 30D | -4.8% | -5.0% | +0.1% | -0.4% |
| 3M | -21.7% | -4.9% | -16.9% | -18.2% |
| 6M | -30.0% | -1.5% | -28.5% | -29.5% |
| YTD | -26.7% | +8.5% | -35.2% | -33.3% |
| 1Y | -25.9% | +11.4% | -37.2% | -34.4% |
| 3Y | -12.0% | +70.1% | -82.1% | -51.3% |
| All | -23.6% | +53.4% | -77.0% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling