+807.1%
NWFL vs SPY
+1,090.9%
-283.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.3% | +0.5% | +0.7% | +1.1% |
| 30D | +1.7% | -0.9% | +2.6% | +1.9% |
| 3M | +12.5% | +3.9% | +8.6% | +11.3% |
| 6M | +20.7% | +14.5% | +6.2% | +16.5% |
| YTD | +26.6% | +12.9% | +13.7% | +22.6% |
| 1Y | +34.6% | +19.4% | +15.2% | +28.5% |
| 3Y | +48.1% | +78.5% | -30.3% | +28.9% |
| 5Y | +69.0% | +81.8% | -12.8% | +45.5% |
| 10Y | +154.4% | +311.5% | -157.2% | +94.1% |
| All | +807.1% | +1,090.9% | -283.8% | +539.4% |
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 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