+38.8%
NWG vs SPY
+18.1%
+20.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.5% |
| 7D | -0.3% | -0.8% | +0.5% | +0.7% |
| 30D | -0.3% | -1.1% | +0.8% | +1.1% |
| 3M | +18.4% | +3.9% | +14.5% | +12.3% |
| 6M | +26.1% | +13.6% | +12.5% | +6.0% |
| YTD | +14.5% | +12.7% | +1.8% | -2.8% |
| 1Y | +38.8% | +17.5% | +21.3% | +10.5% |
| All | +38.8% | +18.1% | +20.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling