-61.8%
STLA vs BWA
+14.3%
-76.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.0% |
| 7D | -11.6% | +1.7% | -13.3% | -12.1% |
| 30D | -6.2% | -14.6% | +8.4% | -1.4% |
| 3M | -24.6% | -26.2% | +1.7% | -17.4% |
| 6M | -44.9% | -18.4% | -26.5% | -41.4% |
| YTD | -62.3% | +14.7% | -76.9% | -66.6% |
| 1Y | -61.8% | +13.3% | -75.1% | -65.5% |
| All | -61.8% | +14.3% | -76.1% | -65.5% |
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