+68.2%
RWEM vs SPY
+73.8%
-5.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +4.3% | +0.1% | +4.2% | +4.3% |
| 3M | -1.5% | +2.0% | -3.5% | -2.6% |
| 6M | +19.1% | +13.0% | +6.1% | +11.0% |
| YTD | +25.5% | +13.5% | +11.9% | +16.5% |
| 1Y | +42.3% | +20.0% | +22.3% | +27.7% |
| 3Y | +84.9% | +77.2% | +7.7% | +30.1% |
| All | +68.2% | +73.8% | -5.6% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling