+41.0%
NWSA vs SPY
+81.0%
-40.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -3.1% | -0.4% | -2.7% | -2.7% |
| 30D | +4.3% | -1.4% | +5.7% | +5.6% |
| 3M | +9.2% | +3.7% | +5.5% | +5.2% |
| 6M | +21.6% | +13.0% | +8.6% | +7.7% |
| YTD | +14.2% | +12.4% | +1.8% | +1.5% |
| 1Y | +1.8% | +18.5% | -16.8% | -14.2% |
| 3Y | +44.4% | +77.6% | -33.2% | -20.4% |
| 5Y | +41.0% | +81.7% | -40.7% | -23.2% |
| All | +41.0% | +81.0% | -40.0% | -23.2% |
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