+10,374.7%
STX vs BWA
+1,095.7%
+9,279.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.6% | +8.4% | +9.2% |
| 7D | -1.0% | +1.7% | -2.7% | -1.2% |
| 30D | -26.8% | -14.6% | -12.1% | -20.2% |
| 3M | -32.7% | -26.2% | -6.5% | -21.5% |
| 6M | -33.7% | -18.4% | -15.3% | -26.4% |
| YTD | +101.0% | +14.7% | +86.3% | +86.4% |
| 1Y | +92.7% | +13.3% | +79.4% | +79.6% |
| 3Y | +708.7% | +64.7% | +644.0% | +511.5% |
| 5Y | +504.0% | +32.2% | +471.8% | +391.1% |
| 10Y | +2,108.4% | +96.8% | +2,011.6% | +1,230.8% |
| All | +10,374.7% | +1,095.7% | +9,279.0% | +2,139.3% |
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