+148.6%
NWS vs SPY
+483.1%
-334.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +2.3% | +0.1% | +2.3% | +2.2% |
| 3M | +10.1% | +2.0% | +8.1% | +7.4% |
| 6M | +27.5% | +13.0% | +14.5% | +11.8% |
| YTD | +14.8% | +13.5% | +1.3% | +0.1% |
| 1Y | +2.9% | +20.0% | -17.1% | -15.2% |
| 3Y | +59.0% | +77.2% | -18.2% | -13.4% |
| 5Y | +60.0% | +81.9% | -21.9% | -14.9% |
| 10Y | +166.6% | +314.1% | -147.4% | -40.6% |
| All | +148.6% | +483.1% | -334.4% | -56.9% |
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