-9.7%
STZ vs BWA
+151.8%
-161.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | -1.9% | +5.7% | -7.6% | -3.1% |
| 30D | -1.9% | +1.4% | -3.3% | -2.4% |
| 3M | -6.2% | -12.1% | +5.9% | -4.0% |
| 6M | -14.0% | +28.6% | -42.6% | -20.0% |
| YTD | -5.1% | +51.1% | -56.2% | -16.0% |
| 1Y | -9.6% | +55.9% | -65.4% | -20.8% |
| 3Y | -47.2% | +70.1% | -117.4% | -55.8% |
| 5Y | -33.6% | +90.7% | -124.3% | -47.5% |
| All | -9.7% | +151.8% | -161.4% | -42.2% |
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