+106.9%
SPG vs NWSA
+40.6%
+66.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.0% | +2.0% |
| 7D | 0.0% | -2.6% | +2.6% | +1.2% |
| 30D | -4.9% | +4.6% | -9.5% | -6.9% |
| 3M | +3.3% | +10.2% | -6.9% | -1.7% |
| 6M | +11.2% | +21.6% | -10.4% | +0.6% |
| YTD | +17.1% | +14.6% | +2.4% | +8.4% |
| 1Y | +21.6% | +0.4% | +21.2% | +20.0% |
| 3Y | +111.9% | +45.0% | +66.9% | +72.5% |
| 5Y | +106.9% | +41.3% | +65.6% | +61.8% |
| All | +106.9% | +40.6% | +66.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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