-68.4%
RWM vs SPY
+315.0%
-383.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -0.6% |
| 7D | -1.3% | +0.1% | -1.4% | -0.9% |
| 30D | -1.2% | -3.3% | +2.1% | -4.4% |
| 3M | +7.5% | -2.4% | +9.9% | +5.2% |
| 6M | +1.7% | +2.6% | -0.8% | +5.7% |
| YTD | -11.4% | +11.2% | -22.7% | +1.7% |
| 1Y | -13.0% | +13.4% | -26.4% | +2.3% |
| 3Y | -37.0% | +79.9% | -116.9% | +31.0% |
| 5Y | -14.4% | +72.2% | -86.6% | +85.5% |
| 10Y | -68.4% | +307.3% | -375.8% | +120.7% |
| All | -68.4% | +315.0% | -383.5% | +120.7% |
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