+47.6%
STLA vs NWSA
+148.8%
-101.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -3.8% | -4.8% | +0.9% | -1.2% |
| 30D | -3.1% | +3.0% | -6.1% | -4.7% |
| 3M | -19.6% | +9.3% | -28.9% | -24.1% |
| 6M | -23.5% | +23.2% | -46.7% | -32.7% |
| YTD | -51.5% | +13.3% | -64.8% | -55.1% |
| 1Y | -39.7% | +2.9% | -42.5% | -41.3% |
| 3Y | -66.3% | +43.3% | -109.6% | -72.8% |
| 5Y | -63.1% | +40.9% | -104.0% | -70.7% |
| All | +47.6% | +148.8% | -101.3% | -18.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling