+22.5%
STM vs BWA
+88.6%
-66.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +5.2% | +4.3% | +0.9% | +2.2% |
| 30D | -7.4% | -2.9% | -4.5% | -5.5% |
| 3M | -30.6% | -12.4% | -18.2% | -23.9% |
| 6M | +66.4% | +28.6% | +37.8% | +44.0% |
| YTD | +101.1% | +48.2% | +52.9% | +54.7% |
| 1Y | +97.4% | +50.9% | +46.4% | +49.3% |
| 3Y | +21.1% | +72.2% | -51.0% | -19.6% |
| 5Y | +22.5% | +91.1% | -68.6% | -28.2% |
| All | +22.5% | +88.6% | -66.1% | -28.2% |
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