-39.8%
STLA vs BBWI
-33.4%
-6.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | +0.1% | -2.6% |
| 7D | +0.7% | +1.6% | -0.8% | +0.6% |
| 30D | -2.4% | -6.2% | +3.9% | -1.6% |
| 3M | -23.9% | +4.3% | -28.2% | -25.1% |
| 6M | -24.6% | -7.2% | -17.5% | -24.8% |
| YTD | -50.5% | -3.0% | -47.5% | -51.4% |
| 1Y | -39.8% | -30.8% | -9.1% | -34.4% |
| All | -39.8% | -33.4% | -6.5% | -34.4% |
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