+16.7%
STM vs BWA
+64.0%
-47.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +12.0% | +4.3% | +7.7% | +8.7% |
| 30D | -0.4% | -13.0% | +12.6% | +10.5% |
| 3M | -13.2% | -24.8% | +11.6% | +6.7% |
| 6M | -26.1% | -23.5% | -2.6% | -9.2% |
| YTD | +81.2% | +13.8% | +67.3% | +66.9% |
| 1Y | +98.3% | +13.4% | +84.9% | +82.8% |
| 3Y | +16.7% | +62.8% | -46.0% | -21.5% |
| All | +16.7% | +64.0% | -47.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling