+3,667.9%
STRL vs NWSA
+148.1%
+3,519.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.7% | -4.3% |
| 7D | +15.7% | +2.2% | +13.5% | +14.5% |
| 30D | -35.5% | -8.8% | -26.7% | -33.0% |
| 3M | -47.1% | -6.5% | -40.6% | -46.2% |
| 6M | -65.8% | +1.5% | -67.3% | -67.5% |
| YTD | -4.5% | +4.0% | -8.6% | -12.1% |
| 1Y | -10.5% | +3.4% | -13.9% | -17.5% |
| 3Y | +340.6% | +34.8% | +305.8% | +249.2% |
| 5Y | +911.0% | +18.4% | +892.7% | +739.5% |
| All | +3,667.9% | +148.1% | +3,519.8% | +1,899.8% |
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 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