+3,621.5%
STX vs NWSA
+144.0%
+3,477.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.9% |
| 7D | +9.6% | -3.1% | +12.6% | +10.9% |
| 30D | +10.6% | +4.3% | +6.3% | +8.4% |
| 3M | +4.8% | +9.2% | -4.4% | -1.0% |
| 6M | +137.3% | +21.6% | +115.7% | +112.6% |
| YTD | +222.5% | +14.2% | +208.3% | +194.8% |
| 1Y | +366.2% | +1.8% | +364.5% | +347.5% |
| 3Y | +1,352.9% | +44.4% | +1,308.5% | +1,064.7% |
| 5Y | +1,077.4% | +41.0% | +1,036.5% | +831.8% |
| 10Y | +3,621.5% | +150.0% | +3,471.5% | +2,016.7% |
| All | +3,621.5% | +144.0% | +3,477.5% | +2,016.7% |
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