+441.6%
CW vs SPY
+315.0%
+126.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.7% |
| 30D | -6.0% | -3.3% | -2.6% | -2.5% |
| 3M | -30.3% | -2.4% | -27.8% | -28.6% |
| 6M | -33.8% | +2.6% | -36.4% | -35.8% |
| YTD | -12.5% | +11.2% | -23.7% | -22.1% |
| 1Y | -16.6% | +13.4% | -29.9% | -27.1% |
| 3Y | +135.8% | +79.9% | +55.9% | +24.8% |
| 5Y | +261.6% | +72.2% | +189.4% | +98.0% |
| 10Y | +441.6% | +307.3% | +134.3% | +2.8% |
| All | +441.6% | +315.0% | +126.6% | +2.8% |
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