-86.1%
NWGL vs SPY
+76.0%
-162.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.1% | -0.6% | +23.7% | +23.2% |
| 7D | +29.1% | -2.0% | +31.1% | +29.6% |
| 30D | +316.9% | -1.7% | +318.6% | +318.0% |
| 3M | +82.7% | +4.7% | +78.0% | +80.2% |
| 6M | +7.3% | +12.5% | -5.2% | +3.3% |
| YTD | -6.3% | +11.7% | -18.1% | -9.6% |
| 1Y | +2.3% | +17.5% | -15.2% | -0.7% |
| All | -86.1% | +76.0% | -162.1% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling