+17.9%
SPYG vs NWSA
+3.0%
+14.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -2.8% | +1.9% | -0.8% |
| 30D | -1.5% | +3.0% | -4.5% | -1.6% |
| 3M | +3.7% | +12.3% | -8.6% | +3.2% |
| 6M | +16.4% | +21.9% | -5.4% | +14.5% |
| YTD | +13.3% | +13.6% | -0.2% | +12.6% |
| 1Y | +17.9% | +0.5% | +17.4% | +18.2% |
| All | +17.9% | +3.0% | +14.9% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling