+23.1%
STM vs NWSA
+43.3%
-20.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.9% |
| 7D | +5.8% | -1.9% | +7.7% | +6.9% |
| 30D | -1.0% | +4.6% | -5.6% | -3.9% |
| 3M | -33.3% | +13.2% | -46.5% | -39.1% |
| 6M | +57.4% | +27.0% | +30.4% | +31.7% |
| YTD | +102.2% | +16.8% | +85.4% | +78.1% |
| 1Y | +99.6% | +4.5% | +95.1% | +89.0% |
| 3Y | +14.5% | +46.2% | -31.7% | -14.0% |
| All | +23.1% | +43.3% | -20.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling