+160.4%
NWS vs SPY
+308.5%
-148.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.2% |
| 7D | +0.7% | +3.3% | -2.6% | -2.5% |
| 30D | -10.5% | -2.7% | -7.8% | -7.8% |
| 3M | -10.5% | -1.7% | -8.7% | -8.7% |
| 6M | -3.8% | +3.1% | -6.9% | -6.9% |
| YTD | -0.9% | +11.9% | -12.8% | -11.9% |
| 1Y | -3.2% | +12.0% | -15.2% | -14.0% |
| 3Y | +36.7% | +78.2% | -41.5% | -25.1% |
| 5Y | +27.9% | +73.2% | -45.4% | -27.6% |
| All | +160.4% | +308.5% | -148.1% | -34.6% |
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