+1,081.9%
STLD vs BWA
+150.8%
+931.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -3.1% |
| 7D | +3.1% | +5.7% | -2.5% | 0.0% |
| 30D | -9.0% | +1.4% | -10.4% | -9.7% |
| 3M | -12.4% | -12.1% | -0.3% | -6.5% |
| 6M | +25.5% | +28.6% | -3.1% | +7.9% |
| YTD | +43.6% | +51.1% | -7.5% | +10.2% |
| 1Y | +87.2% | +55.9% | +31.3% | +40.2% |
| 3Y | +135.2% | +70.1% | +65.1% | +60.8% |
| 5Y | +290.9% | +90.7% | +200.2% | +140.4% |
| All | +1,081.9% | +150.8% | +931.1% | +501.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling