+262.0%
STWD price history and return analytics
+468.1%
-206.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +3.0% |
| 7D | +3.9% | -4.2% | +8.0% | +7.7% |
| 30D | -0.4% | -5.8% | +5.4% | +4.7% |
| 3M | -17.8% | -5.2% | -12.5% | -14.0% |
| 6M | -24.9% | +0.1% | -25.0% | -25.5% |
| YTD | -21.7% | +8.2% | -29.9% | -27.7% |
| 1Y | -21.6% | +10.1% | -31.7% | -28.8% |
| 3Y | -8.3% | +69.7% | -78.0% | -43.5% |
| 5Y | -18.6% | +53.4% | -71.9% | -44.9% |
| 10Y | +52.8% | +219.2% | -166.4% | -40.1% |
| All | +262.0% | +468.1% | -206.1% | -1.3% |
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