+48.7%
STLA vs BWA
+142.7%
-94.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -5.2% | -5.6% | +0.4% | -2.0% |
| 3M | -24.9% | -10.7% | -14.2% | -20.0% |
| 6M | -25.2% | +23.2% | -48.3% | -36.2% |
| YTD | -51.4% | +46.0% | -97.4% | -64.4% |
| 1Y | -40.7% | +51.2% | -91.9% | -57.8% |
| 3Y | -66.3% | +69.6% | -135.8% | -78.5% |
| 5Y | -63.2% | +86.6% | -149.8% | -78.5% |
| 10Y | +48.7% | +152.3% | -103.6% | -38.6% |
| All | +48.7% | +142.7% | -94.0% | -38.6% |
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