+1.6%
RWAY vs SPY
+80.0%
-78.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.9% | -0.4% | -1.6% | -1.8% |
| 30D | +3.6% | -1.4% | +5.0% | +4.4% |
| 3M | +15.2% | +3.7% | +11.5% | +12.7% |
| 6M | -4.3% | +13.0% | -17.3% | -11.0% |
| YTD | -15.5% | +12.4% | -27.9% | -21.2% |
| 1Y | -26.2% | +18.5% | -44.8% | -33.3% |
| 3Y | -20.7% | +77.6% | -98.4% | -43.9% |
| All | +1.6% | +80.0% | -78.3% | -27.6% |
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