+1,888.4%
STX vs NWSA
+99.8%
+1,788.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -17.3% | -9.7% | -7.6% | -13.3% |
| 30D | -35.9% | -8.6% | -27.3% | -33.4% |
| 3M | -37.3% | -6.3% | -31.0% | -35.8% |
| 6M | -35.8% | -1.2% | -34.6% | -37.0% |
| YTD | +82.7% | +2.6% | +80.1% | +74.3% |
| 1Y | +71.6% | 0.0% | +71.6% | +65.6% |
| 3Y | +635.3% | +30.1% | +605.2% | +517.2% |
| 5Y | +483.8% | +18.3% | +465.5% | +399.7% |
| 10Y | +1,967.8% | +149.3% | +1,818.4% | +1,066.4% |
| All | +1,888.4% | +99.8% | +1,788.6% | +1,103.9% |
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 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