+70.8%
AWF vs SPY
+315.0%
-244.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.2% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | +2.2% | -3.3% | +5.5% | +3.7% |
| 3M | -1.7% | -2.4% | +0.7% | -0.6% |
| 6M | -0.6% | +2.6% | -3.1% | -1.9% |
| YTD | -2.6% | +11.2% | -13.9% | -7.7% |
| 1Y | -2.5% | +13.4% | -15.9% | -8.5% |
| 3Y | +28.7% | +79.9% | -51.2% | -5.0% |
| 5Y | +16.2% | +72.2% | -56.0% | -13.1% |
| 10Y | +70.8% | +307.3% | -236.5% | -21.8% |
| All | +70.8% | +315.0% | -244.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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