+740.9%
STLD vs NWSA
+148.1%
+592.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.7% |
| 7D | +2.9% | +2.2% | +0.7% | +1.6% |
| 30D | -5.6% | -8.8% | +3.2% | -1.4% |
| 3M | -11.7% | -6.5% | -5.2% | -9.3% |
| 6M | -2.8% | +1.5% | -4.3% | -5.5% |
| YTD | +36.4% | +4.0% | +32.4% | +29.2% |
| 1Y | +50.0% | +3.4% | +46.6% | +42.4% |
| 3Y | +122.3% | +34.8% | +87.5% | +77.9% |
| 5Y | +273.2% | +18.4% | +254.9% | +212.8% |
| All | +740.9% | +148.1% | +592.7% | +320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling