+60.1%
STLD vs NWSA
+18.2%
+41.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -2.8% |
| 7D | -3.9% | +4.3% | -8.2% | -3.7% |
| 30D | -0.4% | +5.6% | -5.9% | -0.2% |
| 3M | -9.2% | +7.3% | -16.5% | -8.9% |
| 6M | +5.0% | +18.8% | -13.9% | +5.9% |
| YTD | +42.8% | +17.9% | +24.9% | +43.9% |
| 1Y | +60.1% | +19.3% | +40.7% | +61.1% |
| All | +60.1% | +18.2% | +41.8% | +61.1% |
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