+61.9%
NWFL vs SPY
+72.1%
-10.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.8% | +2.6% | -1.8% | -0.3% |
| 30D | +8.1% | -2.0% | +10.1% | +8.9% |
| 3M | +5.2% | -2.8% | +8.0% | +6.4% |
| 6M | +25.1% | +2.1% | +23.0% | +23.6% |
| YTD | +33.6% | +11.5% | +22.2% | +27.0% |
| 1Y | +37.8% | +13.5% | +24.3% | +29.9% |
| 3Y | +58.2% | +77.7% | -19.5% | +29.3% |
| All | +61.9% | +72.1% | -10.2% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling