-38.8%
STLA vs BBWI
-34.3%
-4.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.9% |
| 7D | +2.6% | +1.5% | +1.1% | +2.4% |
| 30D | -1.2% | -5.2% | +3.9% | -0.7% |
| 3M | -24.8% | +11.1% | -35.9% | -26.7% |
| 6M | -25.6% | -13.4% | -12.2% | -24.8% |
| YTD | -48.9% | +0.1% | -49.0% | -50.0% |
| 1Y | -38.8% | -36.1% | -2.6% | -33.3% |
| All | -38.8% | -34.3% | -4.5% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling