+565.1%
CW vs SPY
+311.3%
+253.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.7% |
| 7D | -0.9% | +0.5% | -1.5% | -1.5% |
| 30D | -17.2% | -0.9% | -16.2% | -16.4% |
| 3M | -20.6% | +3.9% | -24.5% | -23.8% |
| 6M | -15.9% | +14.5% | -30.5% | -27.4% |
| YTD | +4.0% | +12.9% | -9.0% | -8.8% |
| 1Y | +18.5% | +19.4% | -0.9% | -1.8% |
| 3Y | +189.2% | +78.5% | +110.7% | +54.0% |
| 5Y | +402.8% | +81.8% | +321.0% | +157.2% |
| 10Y | +565.1% | +311.5% | +253.6% | +19.5% |
| All | +565.1% | +311.3% | +253.8% | +19.5% |
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