+50.2%
NWFL vs SPY
+75.5%
-25.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -0.7% | -2.0% | +1.3% | +0.6% |
| 30D | +0.5% | -1.7% | +2.2% | +1.6% |
| 3M | +9.4% | +4.7% | +4.7% | +5.8% |
| 6M | +21.3% | +12.5% | +8.8% | +11.3% |
| YTD | +26.7% | +11.7% | +15.0% | +16.8% |
| 1Y | +36.2% | +17.5% | +18.7% | +20.9% |
| All | +50.2% | +75.5% | -25.3% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling