+0.8%
STLA vs BWA
+92.6%
-91.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.5% |
| 7D | -11.6% | +1.7% | -13.3% | -12.7% |
| 30D | -6.2% | -14.6% | +8.4% | +3.2% |
| 3M | -24.6% | -26.2% | +1.7% | -9.3% |
| 6M | -44.9% | -18.4% | -26.5% | -38.8% |
| YTD | -62.3% | +14.7% | -76.9% | -67.9% |
| 1Y | -61.8% | +13.3% | -75.1% | -67.3% |
| 3Y | -75.3% | +64.7% | -140.0% | -84.0% |
| 5Y | -72.5% | +32.2% | -104.7% | -79.9% |
| 10Y | +0.8% | +96.8% | -96.0% | -46.6% |
| All | +0.8% | +92.6% | -91.8% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling