+115.5%
STLA vs NWSA
+127.4%
-11.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.6% |
| 30D | -1.2% | +4.6% | -5.8% | -3.7% |
| 3M | -24.8% | +13.2% | -38.0% | -30.1% |
| 6M | -25.6% | +27.0% | -52.6% | -35.3% |
| YTD | -48.9% | +16.8% | -65.8% | -53.3% |
| 1Y | -38.8% | +4.5% | -43.3% | -40.8% |
| 3Y | -64.5% | +46.2% | -110.8% | -71.4% |
| 5Y | -62.4% | +40.9% | -103.4% | -69.8% |
| 10Y | +55.4% | +145.1% | -89.7% | -12.5% |
| All | +115.5% | +127.4% | -11.9% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling