+64.1%
RWEM vs SPY
+71.0%
-6.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +0.3% | -2.0% | +2.3% | +1.6% |
| 30D | +1.2% | -1.7% | +2.8% | +2.2% |
| 3M | +1.3% | +4.7% | -3.4% | -1.4% |
| 6M | +20.8% | +12.5% | +8.3% | +12.9% |
| YTD | +22.4% | +11.7% | +10.7% | +14.9% |
| 1Y | +34.3% | +17.5% | +16.9% | +22.2% |
| 3Y | +83.1% | +76.6% | +6.5% | +29.2% |
| All | +64.1% | +71.0% | -6.9% | +17.5% |
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 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