+1.1%
STZ vs BWA
+84.4%
-83.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | +4.9% | -5.5% | +10.4% | +6.1% |
| 30D | +20.9% | -21.7% | +42.6% | +27.1% |
| 3M | +8.0% | -25.6% | +33.6% | +14.5% |
| 6M | -5.3% | -17.4% | +12.1% | -2.9% |
| YTD | +5.9% | +9.2% | -3.3% | +0.3% |
| 1Y | +14.2% | +9.7% | +4.5% | +7.9% |
| 3Y | -37.0% | +54.6% | -91.6% | -46.5% |
| 5Y | -29.7% | +26.8% | -56.5% | -39.0% |
| All | +1.1% | +84.4% | -83.2% | -29.2% |
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