+90.6%
RWL vs SPY
+81.0%
+9.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -1.2% | -0.4% | -0.9% | -0.9% |
| 30D | -1.4% | -1.4% | 0.0% | -0.3% |
| 3M | +4.4% | +3.7% | +0.7% | +1.4% |
| 6M | +13.3% | +13.0% | +0.3% | +2.8% |
| YTD | +16.9% | +12.4% | +4.5% | +6.5% |
| 1Y | +23.8% | +18.5% | +5.3% | +8.1% |
| 3Y | +73.1% | +77.6% | -4.5% | +8.2% |
| 5Y | +90.6% | +81.7% | +8.9% | +15.1% |
| All | +90.6% | +81.0% | +9.6% | +15.1% |
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 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