+613.7%
RWR vs SPY
+905.5%
-291.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -1.6% |
| 7D | -0.5% | -0.9% | +0.4% | +0.3% |
| 30D | +6.5% | -2.4% | +8.8% | +8.8% |
| 3M | +1.3% | -1.2% | +2.4% | +2.1% |
| 6M | +3.5% | +3.3% | +0.3% | -0.8% |
| YTD | +17.2% | +12.3% | +4.9% | +2.6% |
| 1Y | +15.5% | +12.4% | +3.1% | +0.9% |
| 3Y | +53.5% | +78.8% | -25.3% | -19.5% |
| 5Y | +15.9% | +75.2% | -59.3% | -38.7% |
| 10Y | +80.4% | +311.1% | -230.7% | -63.6% |
| All | +613.7% | +905.5% | -291.8% | -43.6% |
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