+11.0%
RWX vs SPY
+663.9%
-652.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -2.7% |
| 30D | +3.9% | -2.0% | +5.9% | +5.4% |
| 3M | -5.5% | -2.8% | -2.7% | -3.6% |
| 6M | -3.8% | +2.1% | -5.9% | -5.8% |
| YTD | -4.0% | +11.5% | -15.5% | -12.4% |
| 1Y | -3.1% | +13.5% | -16.6% | -12.8% |
| 3Y | +22.5% | +77.7% | -55.2% | -25.1% |
| 5Y | -12.0% | +72.6% | -84.6% | -45.7% |
| 10Y | +14.1% | +308.2% | -294.0% | -68.9% |
| All | +11.0% | +663.9% | -652.9% | -82.6% |
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