+152.2%
SPG vs NWSA
+127.4%
+24.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.5% |
| 30D | -6.8% | +4.6% | -11.4% | -8.9% |
| 3M | +2.7% | +13.2% | -10.6% | -3.7% |
| 6M | +5.5% | +27.0% | -21.5% | -6.8% |
| YTD | +15.7% | +16.8% | -1.1% | +5.9% |
| 1Y | +20.9% | +4.5% | +16.4% | +16.3% |
| 3Y | +112.4% | +46.2% | +66.2% | +72.4% |
| 5Y | +101.4% | +40.9% | +60.4% | +61.6% |
| 10Y | +60.6% | +145.1% | -84.5% | -6.3% |
| All | +152.2% | +127.4% | +24.8% | +47.5% |
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