+662.4%
SPYG vs NWSA
+123.2%
+539.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +1.2% | -2.6% | +3.8% | +2.2% |
| 30D | -1.6% | +4.6% | -6.1% | -3.2% |
| 3M | +3.4% | +10.2% | -6.8% | -0.8% |
| 6M | +18.9% | +21.6% | -2.7% | +9.8% |
| YTD | +13.8% | +14.6% | -0.8% | +7.0% |
| 1Y | +20.6% | +0.4% | +20.2% | +18.7% |
| 3Y | +100.5% | +45.0% | +55.5% | +71.2% |
| 5Y | +84.6% | +41.3% | +43.3% | +55.6% |
| 10Y | +410.8% | +142.8% | +268.0% | +230.9% |
| All | +662.4% | +123.2% | +539.3% | +404.9% |
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