-8.2%
NWL vs SPY
+3,091.8%
-3,100.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +60.9% | +2.0% | +58.9% | +57.9% |
| 6M | +38.8% | +13.0% | +25.8% | +23.8% |
| YTD | +72.1% | +13.5% | +58.5% | +52.7% |
| 1Y | +3.5% | +20.0% | -16.5% | -13.1% |
| 3Y | -33.9% | +77.2% | -111.1% | -60.7% |
| 5Y | -69.8% | +81.9% | -151.6% | -82.4% |
| 10Y | -82.3% | +314.1% | -396.4% | -95.0% |
| All | -8.2% | +3,091.8% | -3,100.0% | -95.5% |
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 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