+928.2%
NWN vs SPY
+3,074.3%
-2,146.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | -1.0% | -0.9% | -0.1% | -0.5% |
| 3M | +3.1% | +3.9% | -0.8% | +0.7% |
| 6M | -2.2% | +14.5% | -16.8% | -9.8% |
| YTD | +10.1% | +12.9% | -2.8% | +2.2% |
| 1Y | +26.3% | +19.4% | +6.9% | +13.5% |
| 3Y | +46.1% | +78.5% | -32.4% | +3.1% |
| 5Y | +21.9% | +81.8% | -59.9% | -16.2% |
| 10Y | +19.0% | +311.5% | -292.6% | -47.8% |
| All | +928.2% | +3,074.3% | -2,146.0% | +122.4% |
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