+12.4%
SPGI vs NWSA
+15.5%
-3.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.9% | -10.5% | +9.6% | +3.3% |
| 30D | +15.5% | -8.8% | +24.3% | +19.4% |
| 3M | +15.7% | -6.5% | +22.2% | +18.2% |
| 6M | +19.1% | -1.3% | +20.4% | +18.6% |
| YTD | -4.1% | +2.5% | -6.5% | -5.9% |
| 1Y | +1.2% | +0.2% | +1.0% | +0.1% |
| 3Y | +31.6% | +27.6% | +4.0% | +17.5% |
| 5Y | +12.4% | +17.0% | -4.5% | -0.1% |
| All | +12.4% | +15.5% | -3.1% | -0.1% |
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