+7,518.6%
STLD vs BWA
+1,478.4%
+6,040.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.1% |
| 7D | -11.1% | -5.5% | -5.7% | -8.1% |
| 30D | -4.8% | -21.7% | +16.9% | +9.3% |
| 3M | -14.6% | -25.6% | +11.1% | +0.4% |
| 6M | -7.4% | -17.4% | +10.0% | +1.5% |
| YTD | +32.6% | +9.2% | +23.4% | +20.8% |
| 1Y | +47.3% | +9.7% | +37.6% | +33.5% |
| 3Y | +107.5% | +54.6% | +52.9% | +49.2% |
| 5Y | +268.8% | +26.8% | +242.1% | +185.3% |
| 10Y | +883.3% | +89.0% | +794.3% | +465.4% |
| All | +7,518.6% | +1,478.4% | +6,040.2% | +1,438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling