-86.9%
OPENW vs SPY
+12.1%
-99.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -3.0% |
| 7D | -25.8% | -0.4% | -25.5% | -24.7% |
| 30D | -34.5% | -1.4% | -33.1% | -30.1% |
| 3M | -71.5% | +3.7% | -75.3% | -73.6% |
| 6M | -80.9% | +13.0% | -93.9% | -85.0% |
| YTD | -83.8% | +12.4% | -96.2% | -87.1% |
| All | -86.9% | +12.1% | -99.0% | -89.1% |
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