+1,122.7%
STLD vs NWSA
+143.2%
+979.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.0% |
| 30D | -10.4% | +3.9% | -14.3% | -12.4% |
| 3M | -10.6% | +8.9% | -19.4% | -15.4% |
| 6M | +32.7% | +21.2% | +11.5% | +17.9% |
| YTD | +42.8% | +13.8% | +29.0% | +30.0% |
| 1Y | +86.9% | +1.4% | +85.5% | +80.7% |
| 3Y | +143.8% | +44.0% | +99.8% | +90.1% |
| 5Y | +293.5% | +40.5% | +253.0% | +201.5% |
| 10Y | +1,122.7% | +149.2% | +973.5% | +500.3% |
| All | +1,122.7% | +143.2% | +979.5% | +500.3% |
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