+189.9%
STLA vs BWA
+263.9%
-74.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.7% |
| 7D | -4.5% | -5.5% | +0.9% | -1.7% |
| 30D | -3.9% | -21.7% | +17.8% | +9.5% |
| 3M | -20.2% | -25.6% | +5.4% | -6.9% |
| 6M | -42.2% | -17.4% | -24.7% | -37.0% |
| YTD | -59.3% | +9.2% | -68.5% | -63.2% |
| 1Y | -56.1% | +9.7% | -65.8% | -60.3% |
| 3Y | -73.7% | +54.6% | -128.3% | -80.6% |
| 5Y | -70.3% | +26.8% | -97.0% | -75.9% |
| 10Y | +23.1% | +89.0% | -65.9% | -19.4% |
| All | +189.9% | +263.9% | -74.1% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling