+122.8%
CW vs SPY
+78.1%
+44.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | +1.9% | +2.6% | -0.7% | -0.9% |
| 30D | -5.7% | -2.0% | -3.7% | -3.7% |
| 3M | -31.4% | -2.8% | -28.7% | -29.4% |
| 6M | -37.1% | +2.1% | -39.2% | -38.7% |
| YTD | -14.3% | +11.5% | -25.8% | -24.2% |
| 1Y | -13.4% | +13.5% | -26.9% | -24.7% |
| 3Y | +122.8% | +77.7% | +45.1% | +36.2% |
| All | +122.8% | +78.1% | +44.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling