+263.8%
STLA vs BBWI
+120.3%
+143.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.5% |
| 7D | +2.6% | +1.5% | +1.1% | +2.2% |
| 30D | -1.2% | -5.2% | +3.9% | -0.3% |
| 3M | -24.8% | +11.1% | -35.9% | -27.9% |
| 6M | -25.6% | -13.4% | -12.2% | -24.5% |
| YTD | -48.9% | +0.1% | -49.0% | -50.7% |
| 1Y | -38.8% | -36.1% | -2.6% | -33.8% |
| 3Y | -64.5% | -44.1% | -20.4% | -61.5% |
| 5Y | -62.4% | -66.2% | +3.8% | -55.3% |
| 10Y | +55.4% | -54.8% | +110.2% | +42.8% |
| All | +263.8% | +120.3% | +143.5% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling