-70.1%
STLA vs BBWI
-67.9%
-2.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +0.7% |
| 7D | -4.5% | -6.2% | +1.7% | -2.7% |
| 30D | -3.9% | +19.9% | -23.8% | -9.2% |
| 3M | -20.2% | +7.1% | -27.3% | -22.5% |
| 6M | -42.2% | +13.7% | -55.8% | -45.6% |
| YTD | -59.3% | +9.6% | -68.9% | -62.1% |
| 1Y | -56.1% | -1.6% | -54.4% | -58.2% |
| 3Y | -73.7% | -25.9% | -47.8% | -73.6% |
| All | -70.1% | -67.9% | -2.2% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling