+1,893.2%
STLD vs NWSA
+98.2%
+1,795.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -11.1% | -9.4% | -1.7% | -6.7% |
| 30D | -4.8% | -7.8% | +3.0% | -1.2% |
| 3M | -14.6% | -10.8% | -3.8% | -10.1% |
| 6M | -7.4% | +1.1% | -8.5% | -9.7% |
| YTD | +32.6% | +1.8% | +30.8% | +27.4% |
| 1Y | +47.3% | +6.0% | +41.3% | +38.0% |
| 3Y | +107.5% | +24.6% | +83.0% | +75.8% |
| 5Y | +268.8% | +13.1% | +255.7% | +220.4% |
| 10Y | +883.3% | +148.5% | +734.8% | +419.1% |
| All | +1,893.2% | +98.2% | +1,795.1% | +1,053.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling