+86.9%
STLD vs NWSA
+1.7%
+85.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.8% | -3.4% | +0.6% | -2.8% |
| 30D | -10.4% | +3.9% | -14.3% | -10.3% |
| 3M | -10.6% | +8.9% | -19.4% | -10.3% |
| 6M | +32.7% | +21.2% | +11.5% | +32.8% |
| YTD | +42.8% | +13.8% | +29.0% | +43.6% |
| 1Y | +86.9% | +1.4% | +85.5% | +86.4% |
| All | +86.9% | +1.7% | +85.3% | +86.4% |
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