-86.8%
NWGL vs SPY
+78.9%
-165.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.3% | -0.4% | +23.7% | +23.4% |
| 7D | +46.5% | +0.1% | +46.4% | +46.3% |
| 30D | +370.4% | +0.1% | +370.3% | +370.1% |
| 3M | +68.2% | +2.0% | +66.2% | +67.6% |
| 6M | -2.3% | +13.0% | -15.3% | -6.1% |
| YTD | -10.6% | +13.5% | -24.1% | -14.0% |
| 1Y | -2.3% | +20.0% | -22.3% | -5.4% |
| All | -86.8% | +78.9% | -165.6% | -85.9% |
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