-30.2%
FWRG vs SPY
+74.6%
-104.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.6% |
| 7D | +0.4% | -0.9% | +1.4% | +1.5% |
| 30D | +20.4% | -2.4% | +22.8% | +23.5% |
| 3M | +15.1% | -1.2% | +16.3% | +16.3% |
| 6M | +16.1% | +3.3% | +12.8% | +10.9% |
| YTD | -10.1% | +12.3% | -22.4% | -21.9% |
| 1Y | -22.1% | +12.4% | -34.5% | -32.4% |
| 3Y | -19.9% | +78.8% | -98.7% | -59.1% |
| 5Y | -30.2% | +75.2% | -105.3% | -61.8% |
| All | -30.2% | +74.6% | -104.8% | -61.8% |
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 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