+21.1%
STM vs NWSA
+44.8%
-23.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | +5.2% | -2.6% | +7.8% | +6.4% |
| 30D | -7.4% | +4.6% | -11.9% | -9.4% |
| 3M | -30.6% | +10.2% | -40.8% | -34.6% |
| 6M | +66.4% | +21.6% | +44.8% | +45.4% |
| YTD | +101.1% | +14.6% | +86.5% | +82.3% |
| 1Y | +97.4% | +0.4% | +97.0% | +97.9% |
| 3Y | +21.1% | +45.0% | -23.8% | -5.8% |
| All | +21.1% | +44.8% | -23.6% | -5.8% |
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