+3,621.5%
STX vs BWA
+142.7%
+3,478.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | +9.6% | +0.1% | +9.4% | +9.5% |
| 30D | +10.6% | -5.6% | +16.2% | +13.7% |
| 3M | +4.8% | -10.7% | +15.5% | +10.6% |
| 6M | +137.3% | +23.2% | +114.1% | +116.9% |
| YTD | +222.5% | +46.0% | +176.5% | +169.7% |
| 1Y | +366.2% | +51.2% | +315.1% | +283.6% |
| 3Y | +1,352.9% | +69.6% | +1,283.3% | +1,000.0% |
| 5Y | +1,077.4% | +86.6% | +990.9% | +730.9% |
| 10Y | +3,621.5% | +152.3% | +3,469.2% | +2,174.9% |
| All | +3,621.5% | +142.7% | +3,478.8% | +2,174.9% |
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