-40.7%
STLA vs NWSA
+2.0%
-42.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +0.4% | -3.1% | +3.4% | +1.9% |
| 30D | -5.2% | +4.3% | -9.5% | -7.2% |
| 3M | -24.9% | +9.2% | -34.1% | -28.1% |
| 6M | -25.2% | +21.6% | -46.7% | -33.8% |
| YTD | -51.4% | +14.2% | -65.6% | -55.7% |
| 1Y | -40.7% | +1.8% | -42.4% | -44.6% |
| All | -40.7% | +2.0% | -42.7% | -44.6% |
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