+108.4%
RDWR vs SPY
+322.5%
-214.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -1.0% |
| 7D | -1.3% | -0.8% | -0.6% | -0.7% |
| 30D | -4.1% | -1.1% | -3.1% | -3.2% |
| 3M | -4.2% | +3.9% | -8.0% | -6.6% |
| 6M | +11.3% | +13.6% | -2.3% | +1.0% |
| YTD | +15.8% | +12.7% | +3.1% | +5.9% |
| 1Y | +6.2% | +17.5% | -11.3% | -6.0% |
| 3Y | +66.2% | +76.9% | -10.7% | +7.6% |
| 5Y | -20.3% | +83.6% | -103.9% | -49.9% |
| All | +108.4% | +322.5% | -214.1% | -33.8% |
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 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