+292.6%
STLD vs BWA
+91.4%
+201.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.9% |
| 7D | +3.1% | +5.7% | -2.5% | +0.6% |
| 30D | -9.0% | +1.4% | -10.4% | -9.6% |
| 3M | -12.4% | -12.1% | -0.3% | -7.5% |
| 6M | +25.5% | +28.6% | -3.1% | +11.0% |
| YTD | +43.6% | +51.1% | -7.5% | +15.5% |
| 1Y | +87.2% | +55.9% | +31.3% | +47.5% |
| 3Y | +135.2% | +70.1% | +65.1% | +71.6% |
| All | +292.6% | +91.4% | +201.3% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling