+786.0%
NWPX vs SPY
+322.5%
+463.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | -2.8% | -0.8% | -2.1% | -2.0% |
| 30D | -7.9% | -1.1% | -6.9% | -6.9% |
| 3M | -19.0% | +3.9% | -22.9% | -22.1% |
| 6M | +39.7% | +13.6% | +26.1% | +23.2% |
| YTD | +67.5% | +12.7% | +54.8% | +49.0% |
| 1Y | +96.2% | +17.5% | +78.7% | +67.3% |
| 3Y | +235.6% | +76.9% | +158.7% | +88.4% |
| 5Y | +317.2% | +83.6% | +233.6% | +119.8% |
| All | +786.0% | +322.5% | +463.6% | +100.7% |
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