+185.4%
SPG vs NWSA
+99.8%
+85.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +5.6% | -9.7% | +15.3% | +10.0% |
| 30D | +17.6% | -8.6% | +26.2% | +21.8% |
| 3M | +7.5% | -6.3% | +13.7% | +9.7% |
| 6M | +18.5% | -1.2% | +19.7% | +17.3% |
| YTD | +30.9% | +2.6% | +28.3% | +26.2% |
| 1Y | +34.1% | 0.0% | +34.1% | +30.8% |
| 3Y | +135.5% | +30.1% | +105.5% | +100.5% |
| 5Y | +86.5% | +18.3% | +68.2% | +61.4% |
| 10Y | +116.1% | +149.3% | -33.3% | +29.2% |
| All | +185.4% | +99.8% | +85.6% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling