+8,652.1%
STX vs BWA
+1,038.5%
+7,613.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -2.5% |
| 7D | -28.5% | -5.5% | -23.0% | -26.1% |
| 30D | -42.9% | -21.7% | -21.2% | -35.1% |
| 3M | -45.9% | -25.6% | -20.3% | -37.4% |
| 6M | -41.3% | -17.4% | -23.9% | -35.2% |
| YTD | +67.9% | +9.2% | +58.8% | +59.3% |
| 1Y | +66.5% | +9.7% | +56.8% | +57.4% |
| 3Y | +588.0% | +54.6% | +533.3% | +435.7% |
| 5Y | +449.1% | +26.8% | +422.3% | +355.0% |
| 10Y | +1,982.8% | +89.0% | +1,893.8% | +1,177.3% |
| All | +8,652.1% | +1,038.5% | +7,613.6% | +1,813.7% |
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 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