-22.0%
RWT vs SPY
+312.5%
-334.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | -5.1% | -0.4% | -4.8% | -4.8% |
| 30D | -6.8% | -1.4% | -5.4% | -5.5% |
| 3M | -14.8% | +3.7% | -18.5% | -17.9% |
| 6M | -23.7% | +13.0% | -36.7% | -32.4% |
| YTD | -17.4% | +12.4% | -29.8% | -26.6% |
| 1Y | -21.5% | +18.5% | -40.0% | -34.0% |
| 3Y | -21.8% | +77.6% | -99.5% | -56.2% |
| 5Y | -40.3% | +81.7% | -122.0% | -67.3% |
| 10Y | -22.0% | +319.7% | -341.6% | -78.3% |
| All | -22.0% | +312.5% | -334.5% | -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 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