+1,967.8%
STX vs BWA
+95.2%
+1,872.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -17.3% | -2.4% | -14.8% | -15.9% |
| 30D | -35.9% | -17.7% | -18.2% | -29.4% |
| 3M | -37.3% | -27.0% | -10.3% | -27.3% |
| 6M | -35.8% | -17.3% | -18.5% | -29.5% |
| YTD | +82.7% | +12.9% | +69.9% | +72.4% |
| 1Y | +71.6% | +12.9% | +58.7% | +61.8% |
| 3Y | +635.3% | +62.1% | +573.2% | +476.0% |
| 5Y | +483.8% | +30.7% | +453.1% | +385.8% |
| 10Y | +1,967.8% | +89.2% | +1,878.6% | +1,384.7% |
| All | +1,967.8% | +95.2% | +1,872.6% | +1,384.7% |
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