-21.5%
FWRG vs SPY
+12.1%
-33.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.2% |
| 7D | +2.5% | +2.6% | -0.1% | +0.3% |
| 30D | +11.4% | -2.0% | +13.4% | +13.0% |
| 3M | +1.6% | -2.8% | +4.4% | +3.9% |
| 6M | +22.3% | +2.1% | +20.1% | +17.8% |
| YTD | -12.6% | +11.5% | -24.1% | -27.3% |
| 1Y | -21.5% | +13.5% | -35.0% | -37.2% |
| All | -21.5% | +12.1% | -33.6% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling