+95.8%
NWSA vs SPY
+472.5%
-376.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.0% |
| 7D | +2.2% | +2.6% | -0.4% | -0.4% |
| 30D | -8.8% | -2.0% | -6.8% | -6.6% |
| 3M | -6.5% | -2.8% | -3.7% | -3.6% |
| 6M | +1.5% | +2.1% | -0.6% | -1.0% |
| YTD | +4.0% | +11.5% | -7.5% | -7.5% |
| 1Y | +3.4% | +13.5% | -10.0% | -9.8% |
| 3Y | +34.8% | +77.7% | -42.9% | -27.2% |
| 5Y | +18.4% | +72.6% | -54.3% | -33.9% |
| 10Y | +149.2% | +308.2% | -159.0% | -46.3% |
| All | +95.8% | +472.5% | -376.7% | -68.7% |
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