+13,265.2%
CW vs SPY
+2,954.7%
+10,310.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.5% |
| 7D | -2.6% | -2.7% | +0.1% | -0.4% |
| 30D | -9.0% | -5.4% | -3.6% | -4.5% |
| 3M | -35.1% | -4.1% | -31.0% | -32.8% |
| 6M | -37.6% | +0.7% | -38.3% | -38.0% |
| YTD | -15.8% | +8.7% | -24.5% | -21.6% |
| 1Y | -19.4% | +10.9% | -30.3% | -26.1% |
| 3Y | +124.9% | +75.0% | +49.9% | +39.7% |
| 5Y | +246.6% | +67.8% | +178.8% | +120.5% |
| 10Y | +466.3% | +312.9% | +153.4% | +78.3% |
| All | +13,265.2% | +2,954.7% | +10,310.5% | +1,936.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling