-84.6%
NWG vs SPY
+595.6%
-680.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | +1.5% | +2.6% | -1.1% | -2.6% |
| 30D | -10.1% | -2.0% | -8.1% | -7.0% |
| 3M | -16.7% | -2.8% | -13.9% | -12.8% |
| 6M | +5.4% | +2.1% | +3.2% | +1.8% |
| YTD | -4.1% | +11.5% | -15.5% | -19.2% |
| 1Y | +3.5% | +13.5% | -9.9% | -15.3% |
| 3Y | +302.8% | +77.7% | +225.1% | +53.1% |
| 5Y | +264.8% | +72.6% | +192.2% | +39.4% |
| 10Y | +422.7% | +308.2% | +114.6% | -63.5% |
| All | -84.6% | +595.6% | -680.2% | -99.4% |
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