+119.3%
NWS vs SPY
+469.1%
-349.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -7.0% | -0.6% | -6.4% | -6.0% |
| 30D | -6.9% | -3.7% | -3.2% | -3.0% |
| 3M | -8.0% | -2.7% | -5.3% | -5.2% |
| 6M | -4.5% | +2.2% | -6.7% | -6.9% |
| YTD | +1.3% | +10.8% | -9.5% | -9.3% |
| 1Y | -1.0% | +11.2% | -12.3% | -11.7% |
| 3Y | +39.7% | +76.5% | -36.8% | -23.5% |
| 5Y | +32.3% | +72.9% | -40.6% | -25.8% |
| 10Y | +169.4% | +304.8% | -135.5% | -38.5% |
| All | +119.3% | +469.1% | -349.8% | -60.9% |
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