-46.8%
STZ vs BWA
+71.5%
-118.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -1.9% | +5.7% | -7.6% | -2.6% |
| 30D | -1.9% | +1.4% | -3.3% | -2.2% |
| 3M | -6.2% | -12.1% | +5.9% | -4.7% |
| 6M | -14.0% | +28.6% | -42.6% | -18.1% |
| YTD | -5.1% | +51.1% | -56.2% | -12.9% |
| 1Y | -9.6% | +55.9% | -65.4% | -17.7% |
| All | -46.8% | +71.5% | -118.3% | -54.5% |
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