+67.3%
RWEM vs SPY
+72.9%
-5.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.8% | +0.5% | +1.2% | +1.4% |
| 30D | +3.6% | -0.9% | +4.6% | +4.2% |
| 3M | +3.4% | +3.9% | -0.4% | +1.1% |
| 6M | +25.8% | +14.5% | +11.3% | +16.3% |
| YTD | +24.8% | +12.9% | +11.9% | +16.3% |
| 1Y | +39.5% | +19.4% | +20.1% | +25.7% |
| 3Y | +86.6% | +78.5% | +8.1% | +30.8% |
| All | +67.3% | +72.9% | -5.6% | +18.9% |
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