+318.0%
SPYM vs NWSA
+149.4%
+168.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -1.1% | +3.0% | -4.1% | -2.2% |
| 3M | +3.9% | +12.3% | -8.4% | -0.9% |
| 6M | +13.6% | +21.9% | -8.2% | +4.9% |
| YTD | +12.7% | +13.6% | -0.8% | +6.4% |
| 1Y | +17.6% | +0.5% | +17.1% | +15.8% |
| 3Y | +77.2% | +43.8% | +33.5% | +51.2% |
| 5Y | +84.1% | +41.2% | +43.0% | +54.0% |
| All | +318.0% | +149.4% | +168.7% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling