+2,285.7%
STM vs BWA
+3,798.8%
-1,513.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.3% |
| 7D | +5.8% | +5.7% | +0.1% | +2.6% |
| 30D | -1.0% | +1.4% | -2.4% | -1.7% |
| 3M | -33.3% | -12.1% | -21.2% | -27.8% |
| 6M | +57.4% | +28.6% | +28.8% | +39.1% |
| YTD | +102.2% | +51.1% | +51.1% | +60.9% |
| 1Y | +99.6% | +55.9% | +43.7% | +55.6% |
| 3Y | +14.5% | +70.1% | -55.6% | -16.4% |
| 5Y | +21.4% | +90.7% | -69.3% | -17.6% |
| 10Y | +695.0% | +154.0% | +541.0% | +335.8% |
| All | +2,285.7% | +3,798.8% | -1,513.1% | +245.3% |
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