+782.2%
STLD vs NWSA
+159.6%
+622.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.7% |
| 7D | -9.7% | -10.5% | +0.8% | -4.4% |
| 30D | -4.5% | -8.8% | +4.2% | -0.3% |
| 3M | -13.1% | -6.5% | -6.6% | -10.7% |
| 6M | -2.8% | -1.3% | -1.4% | -3.9% |
| YTD | +35.3% | +2.5% | +32.8% | +29.3% |
| 1Y | +51.4% | +0.2% | +51.2% | +46.5% |
| 3Y | +117.9% | +27.6% | +90.3% | +80.2% |
| 5Y | +272.6% | +17.0% | +255.6% | +214.5% |
| 10Y | +782.2% | +148.3% | +633.8% | +346.2% |
| All | +782.2% | +159.6% | +622.6% | +346.2% |
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