+11.3%
RWX vs SPY
+666.7%
-655.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -0.7% | +3.3% | -4.0% | -3.2% |
| 30D | +3.5% | -2.7% | +6.2% | +5.6% |
| 3M | -5.2% | -1.7% | -3.4% | -4.0% |
| 6M | -3.8% | +3.1% | -6.9% | -6.5% |
| YTD | -3.8% | +11.9% | -15.6% | -12.4% |
| 1Y | -3.9% | +12.0% | -15.9% | -12.7% |
| 3Y | +22.8% | +78.2% | -55.4% | -25.0% |
| 5Y | -11.7% | +73.2% | -85.0% | -45.7% |
| 10Y | +14.4% | +309.6% | -295.2% | -68.9% |
| All | +11.3% | +666.7% | -655.4% | -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