+47.8%
STLA vs NWSA
+150.8%
-103.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +0.4% | -3.1% | +3.4% | +2.2% |
| 30D | -5.2% | +4.3% | -9.5% | -7.4% |
| 3M | -24.9% | +9.2% | -34.1% | -29.0% |
| 6M | -25.2% | +21.6% | -46.7% | -33.7% |
| YTD | -51.4% | +14.2% | -65.6% | -55.2% |
| 1Y | -40.7% | +1.8% | -42.4% | -41.9% |
| 3Y | -66.3% | +44.4% | -110.7% | -72.8% |
| 5Y | -63.2% | +41.0% | -104.2% | -70.8% |
| All | +47.8% | +150.8% | -103.0% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling