+6.4%
RWAY vs SPY
+72.2%
-65.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.6% |
| YTD | -14.4% | +10.8% | -25.2% | -19.4% |
| 1Y | -19.4% | +11.2% | -30.7% | -24.4% |
| 3Y | -21.2% | +76.5% | -97.7% | -44.0% |
| 5Y | +6.4% | +72.9% | -66.6% | -23.5% |
| All | +6.4% | +72.2% | -65.9% | -23.5% |
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