-52.6%
STLA vs NWSA
+18.2%
-70.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +1.9% |
| 7D | -0.6% | +4.3% | -4.9% | -2.7% |
| 30D | +3.6% | +5.6% | -2.0% | +0.4% |
| 3M | -20.6% | +7.3% | -27.9% | -24.0% |
| 6M | -34.3% | +18.8% | -53.2% | -41.5% |
| YTD | -57.3% | +17.9% | -75.2% | -62.5% |
| 1Y | -52.6% | +19.3% | -72.0% | -58.8% |
| All | -52.6% | +18.2% | -70.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling