+658.9%
RWL vs SPY
+733.3%
-74.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +5.5% | +2.0% | +3.5% | +3.3% |
| 6M | +12.8% | +13.0% | -0.2% | +0.4% |
| YTD | +18.6% | +13.5% | +5.1% | +5.0% |
| 1Y | +25.9% | +20.0% | +5.9% | +5.8% |
| 3Y | +74.3% | +77.2% | -2.9% | +0.5% |
| 5Y | +91.0% | +81.9% | +9.1% | +6.4% |
| 10Y | +276.6% | +314.1% | -37.5% | -4.7% |
| All | +658.9% | +733.3% | -74.4% | -0.6% |
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