+100.9%
RWO vs SPY
+671.7%
-570.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.2% | +0.1% | -3.2% | -3.2% |
| 3M | +2.1% | +2.0% | +0.1% | -0.1% |
| 6M | +1.7% | +13.0% | -11.3% | -9.5% |
| YTD | +11.4% | +13.5% | -2.1% | -1.3% |
| 1Y | +13.1% | +20.0% | -6.9% | -5.0% |
| 3Y | +34.0% | +77.2% | -43.2% | -22.9% |
| 5Y | +7.0% | +81.9% | -74.9% | -40.8% |
| 10Y | +38.2% | +314.1% | -275.9% | -67.4% |
| All | +100.9% | +671.7% | -570.8% | -78.6% |
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