+599.7%
STM vs NWSA
+127.4%
+472.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.8% |
| 7D | +5.8% | -1.9% | +7.7% | +6.8% |
| 30D | -1.0% | +4.6% | -5.6% | -3.7% |
| 3M | -33.3% | +13.2% | -46.5% | -38.6% |
| 6M | +57.4% | +27.0% | +30.4% | +34.7% |
| YTD | +102.2% | +16.8% | +85.4% | +80.4% |
| 1Y | +99.6% | +4.5% | +95.1% | +89.0% |
| 3Y | +14.5% | +46.2% | -31.7% | -9.8% |
| 5Y | +21.4% | +40.9% | -19.5% | -4.4% |
| 10Y | +695.0% | +145.1% | +549.8% | +341.4% |
| All | +599.7% | +127.4% | +472.3% | +295.4% |
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