-21.2%
RWAY vs SPY
+78.4%
-99.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | +2.6% | -0.6% | +3.2% | +3.1% |
| 30D | +3.7% | -3.7% | +7.4% | +6.1% |
| 3M | +5.0% | -2.7% | +7.8% | +6.8% |
| 6M | +12.0% | +2.2% | +9.8% | +10.7% |
| YTD | -14.4% | +10.8% | -25.2% | -19.3% |
| 1Y | -19.4% | +11.2% | -30.7% | -24.2% |
| 3Y | -21.2% | +76.5% | -97.7% | -27.0% |
| All | -21.2% | +78.4% | -99.5% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling