-88.9%
NWGL vs SPY
+77.9%
-166.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.6% |
| 7D | -9.3% | +0.5% | -9.9% | -9.5% |
| 30D | +249.7% | -0.9% | +250.6% | +250.3% |
| 3M | +42.1% | +3.9% | +38.2% | +40.7% |
| 6M | -15.7% | +14.5% | -30.3% | -19.0% |
| YTD | -24.6% | +12.9% | -37.6% | -27.4% |
| 1Y | -11.6% | +19.4% | -30.9% | -14.3% |
| All | -88.9% | +77.9% | -166.7% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling