+74.2%
SPWO vs SPY
+66.1%
+8.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -0.9% |
| 30D | -1.5% | -1.1% | -0.5% | -0.5% |
| 3M | -0.8% | +3.9% | -4.6% | -4.0% |
| 6M | +14.2% | +13.6% | +0.6% | +2.6% |
| YTD | +22.6% | +12.7% | +9.9% | +11.0% |
| 1Y | +30.0% | +17.5% | +12.5% | +14.0% |
| All | +74.2% | +66.1% | +8.1% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling