+782.2%
STLD vs BWA
+101.5%
+680.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | -0.9% |
| 7D | -9.7% | -0.6% | -9.1% | -9.3% |
| 30D | -4.5% | -16.1% | +11.5% | +4.9% |
| 3M | -13.1% | -24.6% | +11.5% | +0.9% |
| 6M | -2.8% | -15.7% | +12.9% | +5.1% |
| YTD | +35.3% | +15.1% | +20.3% | +19.5% |
| 1Y | +51.4% | +15.9% | +35.5% | +32.8% |
| 3Y | +117.9% | +67.1% | +50.9% | +48.7% |
| 5Y | +272.6% | +34.7% | +237.9% | +177.0% |
| 10Y | +782.2% | +99.5% | +682.7% | +412.1% |
| All | +782.2% | +101.5% | +680.7% | +412.1% |
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 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