+96.5%
STM vs BWA
+17.4%
+79.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.5% | -4.2% |
| 7D | -6.0% | -9.9% | +3.9% | +1.1% |
| 30D | -20.9% | -16.4% | -4.6% | -10.2% |
| 3M | -15.8% | -19.8% | +4.1% | -1.9% |
| 6M | -17.0% | -10.0% | -7.1% | -5.5% |
| YTD | +76.8% | +12.7% | +64.1% | +70.9% |
| 1Y | +96.5% | +15.7% | +80.8% | +87.4% |
| All | +96.5% | +17.4% | +79.1% | +87.4% |
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