+296.4%
SPGI vs NWSA
+144.0%
+152.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | +2.0% | +4.3% | -2.2% | +0.4% |
| 3M | +4.3% | +9.2% | -4.9% | +0.6% |
| 6M | -0.2% | +21.6% | -21.8% | -7.8% |
| YTD | -14.8% | +14.2% | -29.0% | -19.3% |
| 1Y | -18.5% | +1.8% | -20.3% | -19.6% |
| 3Y | +16.0% | +44.4% | -28.5% | -0.7% |
| 5Y | +2.2% | +41.0% | -38.7% | -14.2% |
| 10Y | +296.4% | +150.0% | +146.4% | +142.4% |
| All | +296.4% | +144.0% | +152.4% | +142.4% |
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