-47.8%
STLA vs NWSA
-2.4%
-45.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.6% |
| 7D | -13.1% | -0.8% | -12.3% | -12.9% |
| 30D | -13.3% | -11.3% | -1.9% | -10.9% |
| 3M | -27.9% | -8.1% | -19.8% | -26.2% |
| 6M | -47.8% | -0.7% | -47.2% | -46.4% |
| All | -47.8% | -2.4% | -45.4% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling