+86.5%
SPG vs NWSA
+17.3%
+69.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +5.6% | -9.7% | +15.3% | +9.6% |
| 30D | +17.6% | -8.6% | +26.2% | +21.5% |
| 3M | +7.5% | -6.3% | +13.7% | +9.5% |
| 6M | +18.5% | -1.2% | +19.7% | +17.2% |
| YTD | +30.9% | +2.6% | +28.3% | +26.2% |
| 1Y | +34.1% | 0.0% | +34.1% | +30.9% |
| 3Y | +135.5% | +30.1% | +105.5% | +99.5% |
| 5Y | +86.5% | +18.3% | +68.2% | +59.2% |
| All | +86.5% | +17.3% | +69.2% | +59.2% |
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