+62.1%
RWR vs SPY
+312.5%
-250.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | -2.6% | -1.4% | -1.3% | -1.5% |
| 3M | -1.2% | +3.7% | -4.9% | -4.5% |
| 6M | +5.5% | +13.0% | -7.5% | -5.3% |
| YTD | +13.9% | +12.4% | +1.5% | +2.5% |
| 1Y | +14.3% | +18.5% | -4.2% | -1.9% |
| 3Y | +38.8% | +77.6% | -38.9% | -17.8% |
| 5Y | +18.1% | +81.7% | -63.5% | -31.9% |
| 10Y | +62.1% | +319.7% | -257.6% | -52.5% |
| All | +62.1% | +312.5% | -250.5% | -52.5% |
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