+2,662.2%
NWBI vs SPY
+2,765.0%
-102.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | -0.8% | -1.4% | +0.5% | +0.2% |
| 3M | +8.1% | +3.7% | +4.4% | +4.9% |
| 6M | +28.2% | +13.0% | +15.2% | +16.2% |
| YTD | +33.5% | +12.4% | +21.1% | +21.4% |
| 1Y | +30.5% | +18.5% | +12.0% | +13.9% |
| 3Y | +74.2% | +77.6% | -3.4% | +10.8% |
| 5Y | +66.0% | +81.7% | -15.7% | +2.1% |
| 10Y | +73.3% | +319.7% | -246.4% | -44.6% |
| All | +2,662.2% | +2,765.0% | -102.8% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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