+336.8%
STWD price history and return analytics
+505.4%
-168.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | -0.8% | +1.0% | -1.8% | -1.6% |
| 3M | -3.2% | +2.4% | -5.6% | -5.5% |
| 6M | -6.0% | +12.0% | -18.0% | -15.4% |
| YTD | -5.5% | +15.3% | -20.8% | -17.3% |
| 1Y | -12.5% | +22.6% | -35.1% | -27.7% |
| 3Y | +5.0% | +74.7% | -69.7% | -36.6% |
| 5Y | +1.6% | +66.1% | -64.5% | -35.8% |
| 10Y | +79.3% | +225.0% | -145.7% | -31.4% |
| All | +336.8% | +505.4% | -168.6% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling