+600.6%
RWR vs SPY
+916.8%
-316.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +2.2% | +2.0% | +0.2% | -0.5% |
| 6M | +4.5% | +13.0% | -8.5% | -8.6% |
| YTD | +15.0% | +13.5% | +1.5% | -0.1% |
| 1Y | +15.7% | +20.0% | -4.3% | -5.4% |
| 3Y | +38.5% | +77.2% | -38.7% | -26.3% |
| 5Y | +16.2% | +81.9% | -65.7% | -40.8% |
| 10Y | +57.2% | +314.1% | -256.9% | -68.4% |
| All | +600.6% | +916.8% | -316.2% | -45.1% |
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