+196.4%
TW vs SPY
+194.1%
+2.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -1.5% |
| 30D | -1.7% | -1.7% | -0.1% | -0.7% |
| 3M | +1.6% | +4.7% | -3.1% | -1.7% |
| 6M | -17.7% | +12.5% | -30.2% | -24.5% |
| YTD | -4.3% | +11.7% | -16.1% | -11.9% |
| 1Y | -13.1% | +17.5% | -30.6% | -22.8% |
| 3Y | +20.3% | +76.6% | -56.3% | -20.9% |
| 5Y | +22.0% | +82.0% | -60.1% | -22.1% |
| All | +196.4% | +194.1% | +2.3% | +37.7% |
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 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