-65.6%
STLA vs NWSA
+44.8%
-110.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.9% |
| 7D | +0.7% | -2.6% | +3.4% | +2.5% |
| 30D | -2.4% | +4.6% | -6.9% | -5.1% |
| 3M | -23.9% | +10.2% | -34.1% | -28.9% |
| 6M | -24.6% | +21.6% | -46.2% | -34.7% |
| YTD | -50.5% | +14.6% | -65.1% | -55.2% |
| 1Y | -39.8% | +0.4% | -40.2% | -40.8% |
| 3Y | -65.6% | +45.0% | -110.6% | -72.5% |
| All | -65.6% | +44.8% | -110.4% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling