+934.7%
SPGI vs NWSA
+99.8%
+834.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.6% | -9.7% | +11.3% | +5.3% |
| 30D | +16.1% | -8.6% | +24.7% | +19.8% |
| 3M | +15.5% | -6.3% | +21.7% | +17.8% |
| 6M | +19.6% | -1.2% | +20.8% | +19.3% |
| YTD | -3.6% | +2.6% | -6.2% | -5.3% |
| 1Y | +2.2% | 0.0% | +2.2% | +1.3% |
| 3Y | +30.1% | +30.1% | +0.1% | +15.4% |
| 5Y | +14.9% | +18.3% | -3.4% | +2.8% |
| 10Y | +334.0% | +149.3% | +184.6% | +161.4% |
| All | +934.7% | +99.8% | +834.9% | +580.8% |
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