+93.6%
STX vs NWSA
-0.9%
+94.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.8% |
| 7D | +16.8% | -0.8% | +17.6% | +16.6% |
| 30D | -27.0% | -11.3% | -15.7% | -28.6% |
| 3M | -37.9% | -8.1% | -29.8% | -37.6% |
| 6M | -32.5% | -0.7% | -31.8% | -27.3% |
| YTD | +98.6% | +1.3% | +97.3% | +120.5% |
| 1Y | +93.6% | -1.3% | +94.9% | +117.4% |
| All | +93.6% | -0.9% | +94.5% | +117.4% |
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 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