+100.5%
RWO vs SPY
+657.7%
-557.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | +0.3% | +2.6% | -2.3% | -2.0% |
| 30D | +5.3% | -2.0% | +7.3% | +7.0% |
| 3M | -2.4% | -2.8% | +0.4% | -0.2% |
| 6M | +0.8% | +2.1% | -1.4% | -1.9% |
| YTD | +11.2% | +11.5% | -0.3% | -0.2% |
| 1Y | +11.3% | +13.5% | -2.2% | -1.8% |
| 3Y | +45.0% | +77.7% | -32.7% | -17.2% |
| 5Y | +6.2% | +72.6% | -66.4% | -38.4% |
| 10Y | +55.1% | +308.2% | -253.0% | -63.0% |
| All | +100.5% | +657.7% | -557.2% | -78.3% |
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