-73.2%
FWDI vs SPY
+79.8%
-153.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -3.3% | -2.0% | -1.3% | -1.8% |
| 30D | +50.9% | -1.7% | +52.6% | +52.9% |
| 3M | +67.8% | +4.7% | +63.1% | +63.1% |
| 6M | +26.9% | +12.5% | +14.4% | +19.0% |
| YTD | -2.3% | +11.7% | -14.0% | -7.4% |
| 1Y | -74.4% | +17.5% | -91.8% | -76.1% |
| 3Y | -18.2% | +76.6% | -94.8% | -39.2% |
| 5Y | -73.2% | +82.0% | -155.2% | -78.7% |
| All | -73.2% | +79.8% | -153.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling