+2.5%
STLA vs BWA
+94.6%
-92.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.8% |
| 7D | -13.1% | +7.3% | -20.3% | -17.0% |
| 30D | -13.3% | -15.8% | +2.6% | -3.7% |
| 3M | -27.9% | -25.7% | -2.1% | -13.6% |
| 6M | -47.8% | -19.6% | -28.2% | -41.5% |
| YTD | -64.6% | +14.1% | -78.6% | -69.7% |
| 1Y | -64.0% | +12.2% | -76.1% | -68.9% |
| 3Y | -76.8% | +63.8% | -140.7% | -84.9% |
| 5Y | -74.2% | +28.7% | -102.9% | -80.7% |
| All | +2.5% | +94.6% | -92.1% | -44.0% |
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