-35.8%
STZ vs BWA
+47.7%
-83.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | 0.0% |
| 7D | +11.8% | -10.8% | +22.6% | +13.1% |
| 30D | +26.0% | -25.0% | +51.0% | +30.1% |
| 3M | +11.5% | -28.6% | +40.2% | +15.7% |
| 6M | -2.0% | -16.6% | +14.6% | -1.6% |
| YTD | +7.9% | +6.3% | +1.5% | +2.0% |
| 1Y | +13.9% | +7.2% | +6.7% | +7.4% |
| All | -35.8% | +47.7% | -83.6% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling