+394.8%
CW vs SPY
+82.0%
+312.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -24.3% | +0.1% | -24.3% | -24.4% |
| 3M | -23.7% | +2.0% | -25.7% | -25.1% |
| 6M | -20.4% | +13.0% | -33.4% | -28.6% |
| YTD | +2.9% | +13.5% | -10.7% | -8.0% |
| 1Y | +18.0% | +20.0% | -2.0% | +1.0% |
| 3Y | +173.4% | +77.2% | +96.2% | +73.8% |
| All | +394.8% | +82.0% | +312.8% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling