-38.2%
RWT vs SPY
+81.8%
-120.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -0.2% | +0.5% | -0.8% | -0.8% |
| 30D | -6.8% | -0.9% | -5.8% | -5.8% |
| 3M | -10.1% | +3.9% | -14.0% | -13.6% |
| 6M | -21.3% | +14.5% | -35.8% | -31.5% |
| YTD | -14.5% | +12.9% | -27.4% | -24.8% |
| 1Y | -20.0% | +19.4% | -39.4% | -33.8% |
| 3Y | -19.1% | +78.5% | -97.5% | -56.9% |
| 5Y | -38.2% | +81.8% | -120.0% | -67.7% |
| All | -38.2% | +81.8% | -120.0% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling