+77.3%
AWF vs SPY
+307.0%
-229.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -0.2% | +2.6% | -2.8% | -1.4% |
| 30D | +2.3% | -2.0% | +4.3% | +3.2% |
| 3M | -3.9% | -2.8% | -1.1% | -2.7% |
| 6M | -2.0% | +2.1% | -4.1% | -3.2% |
| YTD | -4.1% | +11.5% | -15.6% | -9.2% |
| 1Y | -3.3% | +13.5% | -16.7% | -9.2% |
| 3Y | +27.1% | +77.7% | -50.6% | -5.5% |
| 5Y | +12.9% | +72.6% | -59.8% | -15.7% |
| All | +77.3% | +307.0% | -229.7% | -16.8% |
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