-91.9%
RWM vs SPY
+665.5%
-757.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.7% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | +1.7% | +0.1% | +1.7% | +1.8% |
| 3M | -0.7% | +2.0% | -2.7% | +2.0% |
| 6M | -10.9% | +13.0% | -23.9% | +3.6% |
| YTD | -15.7% | +13.5% | -29.3% | -1.3% |
| 1Y | -18.7% | +20.0% | -38.6% | +2.0% |
| 3Y | -31.3% | +77.2% | -108.5% | +42.3% |
| 5Y | -23.9% | +81.9% | -105.8% | +77.6% |
| 10Y | -69.8% | +314.1% | -383.8% | +120.0% |
| All | -91.9% | +665.5% | -757.4% | +98.1% |
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