+655.9%
STM vs BWA
+156.8%
+499.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +0.6% |
| 7D | -1.4% | -1.3% | -0.1% | -0.6% |
| 30D | -4.9% | -2.9% | -2.0% | -3.1% |
| 3M | -34.0% | -10.7% | -23.3% | -28.9% |
| 6M | +51.8% | +26.5% | +25.4% | +33.2% |
| YTD | +99.4% | +49.1% | +50.3% | +54.8% |
| 1Y | +99.1% | +52.1% | +47.0% | +52.1% |
| 3Y | +19.5% | +72.6% | -53.1% | -18.2% |
| 5Y | +19.5% | +89.4% | -69.9% | -24.6% |
| All | +655.9% | +156.8% | +499.1% | +298.4% |
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 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