+615.8%
RWR vs SPY
+896.1%
-280.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +7.7% | -3.3% | +11.1% | +11.2% |
| 3M | -0.9% | -2.4% | +1.5% | +1.3% |
| 6M | +3.9% | +2.6% | +1.4% | +0.3% |
| YTD | +17.5% | +11.2% | +6.3% | +4.0% |
| 1Y | +16.6% | +13.4% | +3.2% | +0.9% |
| 3Y | +55.5% | +79.9% | -24.4% | -19.0% |
| 5Y | +16.5% | +72.2% | -55.6% | -37.2% |
| 10Y | +79.8% | +307.3% | -227.6% | -63.4% |
| All | +615.8% | +896.1% | -280.3% | -42.9% |
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