+480.0%
SPY vs NWSA
+102.5%
+377.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -1.3% |
| 7D | +2.6% | +2.2% | +0.4% | +1.8% |
| 30D | -2.0% | -8.8% | +6.8% | +0.8% |
| 3M | -2.8% | -6.5% | +3.7% | -1.0% |
| 6M | +2.1% | +1.5% | +0.6% | +0.5% |
| YTD | +11.5% | +4.0% | +7.5% | +8.2% |
| 1Y | +13.5% | +3.4% | +10.0% | +10.2% |
| 3Y | +77.7% | +34.8% | +42.9% | +55.5% |
| 5Y | +72.6% | +18.4% | +54.3% | +54.3% |
| 10Y | +308.2% | +149.2% | +159.0% | +162.1% |
| All | +480.0% | +102.5% | +377.5% | +293.2% |
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