-64.0%
STLA vs BWA
+12.3%
-76.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -13.8% | +4.3% | -18.0% | -14.9% |
| 30D | -10.5% | -13.0% | +2.5% | -6.6% |
| 3M | -28.9% | -24.8% | -4.0% | -22.5% |
| 6M | -49.7% | -23.5% | -26.2% | -45.5% |
| YTD | -64.9% | +13.8% | -78.8% | -68.9% |
| 1Y | -64.0% | +13.4% | -77.5% | -68.0% |
| All | -64.0% | +12.3% | -76.3% | -68.0% |
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 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