-98.0%
OPENW vs SPY
+11.6%
-109.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.3% |
| 7D | -68.0% | +3.3% | -71.3% | -72.6% |
| 30D | -74.8% | -2.7% | -72.1% | -72.4% |
| 3M | -88.9% | -1.7% | -87.2% | -88.3% |
| 6M | -96.3% | +3.1% | -99.4% | -96.5% |
| YTD | -97.5% | +11.9% | -109.4% | -98.0% |
| All | -98.0% | +11.6% | -109.5% | -98.3% |
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