-12.0%
RWX vs SPY
+74.6%
-86.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.8% |
| 7D | -2.6% | -0.9% | -1.7% | -2.2% |
| 30D | +3.7% | -2.4% | +6.1% | +5.0% |
| 3M | -5.8% | -1.2% | -4.6% | -5.3% |
| 6M | -5.6% | +3.3% | -8.9% | -7.5% |
| YTD | -4.3% | +12.3% | -16.6% | -10.5% |
| 1Y | -4.6% | +12.4% | -17.1% | -10.8% |
| 3Y | +22.1% | +78.8% | -56.7% | -14.6% |
| 5Y | -12.0% | +75.2% | -87.2% | -38.7% |
| All | -12.0% | +74.6% | -86.6% | -38.7% |
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