+444.1%
STM vs NWSA
+149.3%
+294.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -7.9% | -9.7% | +1.8% | -2.4% |
| 30D | -14.1% | -8.6% | -5.5% | -9.9% |
| 3M | -17.6% | -6.3% | -11.3% | -15.4% |
| 6M | -24.2% | -1.2% | -23.1% | -26.1% |
| YTD | +73.3% | +2.6% | +70.7% | +63.5% |
| 1Y | +90.1% | 0.0% | +90.1% | +82.3% |
| 3Y | +10.3% | +30.1% | -19.7% | -10.0% |
| 5Y | -5.7% | +18.3% | -24.1% | -20.6% |
| 10Y | +444.1% | +149.3% | +294.7% | +211.6% |
| All | +444.1% | +149.3% | +294.7% | +211.6% |
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