+289.1%
RWT vs SPY
+2,253.1%
-1,964.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -12.2% | +2.0% | -14.2% | -14.0% |
| 6M | -21.0% | +13.0% | -34.0% | -29.6% |
| YTD | -12.5% | +13.5% | -26.1% | -22.7% |
| 1Y | -17.8% | +20.0% | -37.8% | -31.1% |
| 3Y | -23.1% | +77.2% | -100.3% | -55.3% |
| 5Y | -37.3% | +81.9% | -119.2% | -64.2% |
| 10Y | -22.2% | +314.1% | -336.3% | -79.8% |
| All | +289.1% | +2,253.1% | -1,964.0% | -70.3% |
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 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