-14.8%
RWTQ vs SPY
+14.0%
-28.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | +4.5% | -2.0% | +6.5% | +4.8% |
| 3M | -15.1% | -2.8% | -12.3% | -14.8% |
| 6M | -16.0% | +2.1% | -18.1% | -16.4% |
| YTD | -19.0% | +11.5% | -30.5% | -20.1% |
| All | -14.8% | +14.0% | -28.8% | -16.2% |
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