+22.0%
SPGI vs NWSA
+46.6%
-24.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +1.0% |
| 30D | +8.4% | +4.6% | +3.8% | +6.1% |
| 3M | +11.8% | +13.2% | -1.4% | +5.2% |
| 6M | +5.7% | +27.0% | -21.3% | -5.8% |
| YTD | -9.7% | +16.8% | -26.5% | -16.1% |
| 1Y | -12.5% | +4.5% | -17.0% | -15.0% |
| All | +22.0% | +46.6% | -24.6% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling