+315.1%
NWPX vs SPY
+82.3%
+232.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -2.8% | -0.8% | -2.1% | -2.2% |
| 30D | -7.9% | -1.1% | -6.9% | -7.1% |
| 3M | -19.0% | +3.9% | -22.9% | -21.5% |
| 6M | +39.7% | +13.6% | +26.1% | +26.6% |
| YTD | +67.5% | +12.7% | +54.8% | +52.8% |
| 1Y | +96.2% | +17.5% | +78.7% | +73.5% |
| 3Y | +235.6% | +76.9% | +158.7% | +123.4% |
| All | +315.1% | +82.3% | +232.8% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling