+60.1%
STLD vs BWA
+17.4%
+42.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.2% |
| 7D | -3.9% | -9.9% | +5.9% | -0.6% |
| 30D | -0.4% | -16.4% | +16.0% | +5.6% |
| 3M | -9.2% | -19.8% | +10.6% | -2.4% |
| 6M | +5.0% | -10.0% | +14.9% | +9.0% |
| YTD | +42.8% | +12.7% | +30.1% | +31.9% |
| 1Y | +60.1% | +15.7% | +44.4% | +46.1% |
| All | +60.1% | +17.4% | +42.7% | +46.1% |
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