-4.8%
NWL vs SPY
+3,074.3%
-3,079.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.3% | +4.3% |
| 7D | +6.7% | +0.5% | +6.2% | +6.1% |
| 30D | +6.7% | -0.9% | +7.6% | +7.7% |
| 3M | +52.3% | +3.9% | +48.4% | +46.7% |
| 6M | +54.3% | +14.5% | +39.7% | +35.7% |
| YTD | +78.5% | +12.9% | +65.6% | +59.2% |
| 1Y | +7.0% | +19.4% | -12.3% | -9.6% |
| 3Y | -26.1% | +78.5% | -104.5% | -56.3% |
| 5Y | -68.4% | +81.8% | -150.2% | -81.6% |
| 10Y | -81.2% | +311.5% | -392.8% | -94.7% |
| All | -4.8% | +3,074.3% | -3,079.0% | -95.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling