+81.2%
RWLC vs SPY
+70.7%
+10.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.3% | +2.6% | -0.3% | +0.2% |
| 30D | -2.8% | -2.0% | -0.9% | -1.3% |
| 3M | -2.6% | -2.8% | +0.2% | -0.4% |
| 6M | +4.1% | +2.1% | +2.0% | +2.3% |
| YTD | +14.6% | +11.5% | +3.2% | +4.9% |
| 1Y | +15.7% | +13.5% | +2.3% | +4.4% |
| 3Y | +90.2% | +77.7% | +12.5% | +19.5% |
| All | +81.2% | +70.7% | +10.6% | +11.9% |
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 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