+119.9%
NWSA vs SPY
+483.1%
-363.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | +13.2% | +2.0% | +11.2% | +10.3% |
| 6M | +27.0% | +13.0% | +14.0% | +11.2% |
| YTD | +16.8% | +13.5% | +3.3% | +1.7% |
| 1Y | +4.5% | +20.0% | -15.5% | -14.1% |
| 3Y | +46.2% | +77.2% | -31.0% | -20.9% |
| 5Y | +40.9% | +81.9% | -41.0% | -25.6% |
| 10Y | +145.1% | +314.1% | -168.9% | -48.0% |
| All | +119.9% | +483.1% | -363.1% | -65.5% |
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