-38.8%
STLA vs BWA
+59.1%
-97.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.5% |
| 7D | +2.6% | +5.7% | -3.1% | +0.9% |
| 30D | -1.2% | +1.4% | -2.7% | -1.8% |
| 3M | -24.8% | -12.1% | -12.7% | -21.6% |
| 6M | -25.6% | +28.6% | -54.1% | -31.0% |
| YTD | -48.9% | +51.1% | -100.0% | -57.8% |
| 1Y | -38.8% | +55.9% | -94.6% | -50.6% |
| All | -38.8% | +59.1% | -97.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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