+869.4%
SPGI vs NWSA
+127.4%
+742.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +0.1% | -1.9% | +2.0% | +0.9% |
| 30D | +8.4% | +4.6% | +3.8% | +6.4% |
| 3M | +11.8% | +13.2% | -1.4% | +6.3% |
| 6M | +5.7% | +27.0% | -21.3% | -4.1% |
| YTD | -9.7% | +16.8% | -26.5% | -15.3% |
| 1Y | -12.5% | +4.5% | -17.0% | -14.5% |
| 3Y | +21.8% | +46.2% | -24.4% | +3.5% |
| 5Y | +8.2% | +40.9% | -32.7% | -9.4% |
| 10Y | +309.5% | +145.1% | +164.4% | +148.8% |
| All | +869.4% | +127.4% | +742.0% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling