+263.8%
STLA vs BWA
+403.6%
-139.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.2% |
| 7D | +2.6% | +5.7% | -3.1% | -0.5% |
| 30D | -1.2% | +1.4% | -2.7% | -2.3% |
| 3M | -24.8% | -12.1% | -12.7% | -20.1% |
| 6M | -25.6% | +28.6% | -54.1% | -36.2% |
| YTD | -48.9% | +51.1% | -100.0% | -61.1% |
| 1Y | -38.8% | +55.9% | -94.6% | -54.3% |
| 3Y | -64.5% | +70.1% | -134.7% | -75.3% |
| 5Y | -62.4% | +90.7% | -153.1% | -75.5% |
| 10Y | +55.4% | +154.0% | -98.6% | -13.5% |
| All | +263.8% | +403.6% | -139.8% | +100.0% |
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 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