+113.0%
NWS vs SPY
+458.0%
-345.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -8.8% | -2.7% | -6.1% | -5.8% |
| 30D | -8.1% | -5.4% | -2.7% | -2.6% |
| 3M | -14.2% | -4.1% | -10.1% | -10.4% |
| 6M | -3.9% | +0.7% | -4.6% | -4.9% |
| YTD | -1.6% | +8.7% | -10.3% | -10.1% |
| 1Y | +2.4% | +10.9% | -8.5% | -8.4% |
| 3Y | +31.6% | +75.0% | -43.4% | -27.4% |
| 5Y | +24.4% | +67.8% | -43.4% | -28.0% |
| 10Y | +166.0% | +312.9% | -146.9% | -40.7% |
| All | +113.0% | +458.0% | -345.0% | -61.3% |
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