-82.0%
NWL vs SPY
+322.5%
-404.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.4% |
| 7D | -4.3% | -0.8% | -3.5% | -3.4% |
| 30D | -3.9% | -1.1% | -2.9% | -2.6% |
| 3M | +28.1% | +3.9% | +24.2% | +22.4% |
| 6M | +40.7% | +13.6% | +27.1% | +21.2% |
| YTD | +64.7% | +12.7% | +52.1% | +43.3% |
| 1Y | +2.6% | +17.5% | -14.9% | -15.2% |
| 3Y | -27.4% | +76.9% | -104.3% | -61.5% |
| 5Y | -70.2% | +83.6% | -153.7% | -84.9% |
| All | -82.0% | +322.5% | -404.5% | -96.5% |
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