+644.6%
STM vs NWSA
+148.8%
+495.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -1.1% | -4.8% | +3.7% | +1.7% |
| 30D | -7.8% | +3.0% | -10.8% | -9.5% |
| 3M | -28.2% | +9.3% | -37.5% | -32.9% |
| 6M | +52.0% | +23.2% | +28.8% | +31.0% |
| YTD | +96.4% | +13.3% | +83.1% | +76.9% |
| 1Y | +98.8% | +2.9% | +95.9% | +89.1% |
| 3Y | +18.3% | +43.3% | -25.1% | -7.6% |
| 5Y | +17.7% | +40.9% | -23.2% | -9.2% |
| All | +644.6% | +148.8% | +495.7% | +310.7% |
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