+50.9%
STLD vs BWA
+15.7%
+35.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.4% | -3.3% | +0.2% |
| 7D | -9.7% | -0.6% | -9.1% | -9.5% |
| 30D | -4.5% | -16.1% | +11.5% | +1.2% |
| 3M | -13.1% | -24.6% | +11.5% | -4.5% |
| 6M | -2.8% | -15.7% | +12.9% | +3.0% |
| YTD | +35.3% | +15.1% | +20.3% | +24.3% |
| All | +50.9% | +15.7% | +35.2% | +38.0% |
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 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