+157.2%
RWT vs SPY
+2,218.9%
-2,061.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.4% |
| 7D | -8.4% | +3.3% | -11.7% | -11.2% |
| 30D | -6.6% | -2.7% | -3.9% | -4.2% |
| 3M | -36.7% | -1.7% | -35.0% | -35.7% |
| 6M | -41.8% | +3.1% | -44.8% | -43.5% |
| YTD | -42.2% | +11.9% | -54.1% | -48.2% |
| 1Y | -37.0% | +12.0% | -49.0% | -43.6% |
| 3Y | -37.9% | +78.2% | -116.0% | -64.1% |
| 5Y | -63.6% | +73.2% | -136.9% | -78.3% |
| 10Y | -50.9% | +309.6% | -360.5% | -87.1% |
| All | +157.2% | +2,218.9% | -2,061.8% | -80.1% |
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