-62.1%
STLA vs BWA
+88.6%
-150.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.9% |
| 7D | +0.7% | +4.3% | -3.5% | -1.8% |
| 30D | -2.4% | -2.9% | +0.5% | -0.9% |
| 3M | -23.9% | -12.4% | -11.4% | -18.1% |
| 6M | -24.6% | +28.6% | -53.2% | -37.2% |
| YTD | -50.5% | +48.2% | -98.7% | -64.2% |
| 1Y | -39.8% | +50.9% | -90.8% | -57.2% |
| 3Y | -65.6% | +72.2% | -137.8% | -78.6% |
| 5Y | -62.1% | +91.1% | -153.1% | -79.9% |
| All | -62.1% | +88.6% | -150.7% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling