-24.7%
STRL vs NWSA
-0.1%
-24.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.3% |
| 7D | -19.8% | -9.7% | -10.1% | -24.4% |
| 30D | -43.6% | -8.6% | -34.9% | -45.8% |
| 3M | -45.2% | -6.3% | -38.9% | -45.4% |
| 6M | -65.7% | -1.2% | -64.5% | -62.2% |
| YTD | -5.4% | +2.6% | -8.1% | +5.5% |
| 1Y | -24.7% | 0.0% | -24.7% | -14.9% |
| All | -24.7% | -0.1% | -24.5% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling