+16.3%
STZ vs BWA
+94.2%
-77.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.6% | +4.3% | -1.7% | +1.6% |
| 30D | +15.2% | -13.0% | +28.2% | +18.4% |
| 3M | +7.6% | -24.8% | +32.5% | +13.8% |
| 6M | +5.3% | -23.5% | +28.8% | +10.1% |
| YTD | +8.6% | +13.8% | -5.2% | +2.0% |
| 1Y | +15.6% | +13.4% | +2.1% | +8.5% |
| 3Y | -35.2% | +62.8% | -97.9% | -45.5% |
| 5Y | -29.1% | +28.5% | -57.6% | -38.4% |
| All | +16.3% | +94.2% | -77.9% | -13.7% |
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 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