+3,263.9%
STX vs NWSA
+127.4%
+3,136.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +7.1% |
| 7D | +2.4% | -1.9% | +4.2% | +3.1% |
| 30D | +1.4% | +4.6% | -3.2% | -0.7% |
| 3M | -8.2% | +13.2% | -21.4% | -14.8% |
| 6M | +127.0% | +27.0% | +100.0% | +99.1% |
| YTD | +209.1% | +16.8% | +192.3% | +179.5% |
| 1Y | +365.4% | +4.5% | +360.9% | +340.7% |
| 3Y | +1,135.4% | +46.2% | +1,089.2% | +886.8% |
| 5Y | +991.5% | +40.9% | +950.6% | +766.8% |
| 10Y | +3,695.8% | +145.1% | +3,550.7% | +2,065.2% |
| All | +3,263.9% | +127.4% | +3,136.4% | +1,830.6% |
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