-88.5%
OPENW vs SPY
+12.3%
-100.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -3.6% |
| 7D | -20.5% | -0.8% | -19.7% | -17.6% |
| 30D | -37.6% | -1.1% | -36.5% | -34.0% |
| 3M | -76.1% | +3.9% | -79.9% | -77.9% |
| 6M | -83.0% | +13.6% | -96.7% | -87.0% |
| YTD | -85.8% | +12.7% | -98.5% | -88.7% |
| All | -88.5% | +12.3% | -100.8% | -90.5% |
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