+140.2%
STLD vs NWSA
+46.6%
+93.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +3.1% | -1.9% | +5.0% | +3.9% |
| 30D | -9.0% | +4.6% | -13.6% | -10.6% |
| 3M | -12.4% | +13.2% | -25.6% | -16.8% |
| 6M | +25.5% | +27.0% | -1.5% | +13.1% |
| YTD | +43.6% | +16.8% | +26.8% | +33.7% |
| 1Y | +87.2% | +4.5% | +82.7% | +84.6% |
| All | +140.2% | +46.6% | +93.6% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling