+343.3%
SPGI vs NWSA
+148.1%
+195.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | 0.0% |
| 7D | +1.2% | +2.2% | -1.0% | +0.4% |
| 30D | +15.9% | -8.8% | +24.7% | +19.7% |
| 3M | +12.3% | -6.5% | +18.8% | +14.7% |
| 6M | +23.7% | +1.5% | +22.2% | +22.0% |
| YTD | -3.5% | +4.0% | -7.6% | -5.8% |
| 1Y | +0.4% | +3.4% | -3.0% | -1.8% |
| 3Y | +29.9% | +34.8% | -5.0% | +13.6% |
| 5Y | +15.2% | +18.4% | -3.2% | +2.9% |
| All | +343.3% | +148.1% | +195.2% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling