+160.9%
NWFL vs SPY
+322.5%
-161.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | -0.5% | -0.8% | +0.2% | 0.0% |
| 30D | +0.1% | -1.1% | +1.1% | +0.8% |
| 3M | +9.3% | +3.9% | +5.4% | +6.0% |
| 6M | +23.4% | +13.6% | +9.8% | +11.9% |
| YTD | +27.1% | +12.7% | +14.4% | +15.8% |
| 1Y | +34.5% | +17.5% | +17.0% | +18.8% |
| 3Y | +50.6% | +76.9% | -26.3% | -1.5% |
| 5Y | +69.5% | +83.6% | -14.1% | +4.9% |
| All | +160.9% | +322.5% | -161.6% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling