+254.8%
SPOT vs NWSA
+111.2%
+143.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.7% |
| 7D | -2.9% | -2.6% | -0.2% | -1.6% |
| 30D | +8.3% | +4.6% | +3.7% | +6.2% |
| 3M | +5.1% | +10.2% | -5.1% | +0.3% |
| 6M | -6.5% | +21.6% | -28.1% | -14.7% |
| YTD | -9.0% | +14.6% | -23.6% | -14.7% |
| 1Y | -26.4% | +0.4% | -26.8% | -27.2% |
| 3Y | +240.0% | +45.0% | +195.0% | +184.0% |
| 5Y | +111.7% | +41.3% | +70.4% | +74.6% |
| All | +254.8% | +111.2% | +143.6% | +137.2% |
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