-5.8%
RWTQ vs SPY
+14.3%
-20.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -2.2% | -2.0% | -0.2% | -1.9% |
| 30D | -5.5% | -1.7% | -3.8% | -5.2% |
| 3M | -3.2% | +4.7% | -7.9% | -3.9% |
| 6M | -4.9% | +12.5% | -17.4% | -6.4% |
| YTD | -10.5% | +11.7% | -22.2% | -11.6% |
| All | -5.8% | +14.3% | -20.1% | -7.2% |
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