+1,808.6%
STM vs BWA
+2,717.6%
-909.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +2.9% |
| 7D | -10.7% | -5.5% | -5.3% | -7.6% |
| 30D | -25.7% | -21.7% | -4.0% | -14.5% |
| 3M | -21.6% | -25.6% | +4.1% | -7.3% |
| 6M | -27.8% | -17.4% | -10.4% | -18.6% |
| YTD | +61.8% | +9.2% | +52.6% | +54.5% |
| 1Y | +78.1% | +9.7% | +68.4% | +69.5% |
| 3Y | +4.9% | +54.6% | -49.7% | -17.9% |
| 5Y | -14.3% | +26.8% | -41.0% | -26.7% |
| 10Y | +414.1% | +89.0% | +325.1% | +233.9% |
| All | +1,808.6% | +2,717.6% | -909.0% | +231.5% |
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 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