-81.8%
NWG vs SPY
+604.5%
-686.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.5% |
| 7D | +1.9% | +0.5% | +1.3% | +1.0% |
| 30D | -1.1% | -0.9% | -0.1% | +0.4% |
| 3M | +19.3% | +3.9% | +15.5% | +12.1% |
| 6M | +27.6% | +14.5% | +13.1% | +2.8% |
| YTD | +13.2% | +12.9% | +0.2% | -6.8% |
| 1Y | +40.4% | +19.4% | +21.1% | +5.6% |
| 3Y | +302.2% | +78.5% | +223.7% | +51.5% |
| 5Y | +338.4% | +81.8% | +256.7% | +52.6% |
| 10Y | +486.7% | +311.5% | +175.2% | -59.7% |
| All | -81.8% | +604.5% | -686.3% | -99.3% |
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 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