+520.7%
STM vs NWSA
+101.5%
+419.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +1.4% | -12.2% | +13.7% | +8.9% |
| 30D | -8.4% | -8.7% | +0.3% | -4.1% |
| 3M | -15.8% | -6.0% | -9.8% | -13.8% |
| 6M | -22.8% | -0.3% | -22.5% | -24.9% |
| YTD | +79.4% | +3.5% | +75.9% | +69.5% |
| 1Y | +97.0% | +0.8% | +96.2% | +89.0% |
| 3Y | +14.2% | +31.1% | -16.9% | -5.3% |
| 5Y | -4.5% | +18.8% | -23.2% | -18.0% |
| 10Y | +463.1% | +147.9% | +315.2% | +216.1% |
| All | +520.7% | +101.5% | +419.2% | +271.4% |
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