-37.4%
FWRG vs SPY
+86.7%
-124.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.4% | +5.3% | +5.1% |
| 7D | +6.9% | +0.1% | +6.9% | +6.8% |
| 30D | +26.1% | -3.3% | +29.5% | +30.7% |
| 3M | +11.5% | -2.4% | +13.9% | +14.3% |
| 6M | +14.5% | +2.6% | +11.9% | +10.3% |
| YTD | -8.2% | +11.2% | -19.4% | -19.4% |
| 1Y | -19.4% | +13.4% | -32.8% | -30.7% |
| 3Y | -17.1% | +79.9% | -97.0% | -57.7% |
| 5Y | -32.4% | +72.2% | -104.6% | -63.2% |
| All | -37.4% | +86.7% | -124.1% | -66.4% |
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