+5.1%
SPGI vs NWSA
+40.6%
-35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.4% |
| 7D | -2.5% | -2.6% | +0.2% | -1.4% |
| 30D | +5.4% | +4.6% | +0.9% | +3.5% |
| 3M | +9.0% | +10.2% | -1.2% | +4.6% |
| 6M | +0.8% | +21.6% | -20.9% | -7.2% |
| YTD | -12.6% | +14.6% | -27.2% | -17.5% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.9% |
| 3Y | +19.0% | +45.0% | -26.0% | +1.7% |
| 5Y | +5.1% | +41.3% | -36.2% | -15.5% |
| All | +5.1% | +40.6% | -35.6% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling