+16,011.1%
STX vs BWA
+1,475.4%
+14,535.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.6% | +5.0% |
| 7D | +2.4% | +5.7% | -3.3% | -0.4% |
| 30D | +1.4% | +1.4% | 0.0% | +0.6% |
| 3M | -8.2% | -12.1% | +3.9% | -1.7% |
| 6M | +127.0% | +28.6% | +98.5% | +101.5% |
| YTD | +209.1% | +51.1% | +158.1% | +149.6% |
| 1Y | +365.4% | +55.9% | +309.6% | +269.6% |
| 3Y | +1,135.4% | +70.1% | +1,065.3% | +809.0% |
| 5Y | +991.5% | +90.7% | +900.8% | +637.4% |
| 10Y | +3,695.8% | +154.0% | +3,541.8% | +1,906.2% |
| All | +16,011.1% | +1,475.4% | +14,535.7% | +2,899.5% |
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