+175.2%
CWB vs SPY
+307.0%
-131.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.8% | +2.6% | -1.8% | -1.0% |
| 30D | -4.1% | -2.0% | -2.1% | -2.8% |
| 3M | -13.1% | -2.8% | -10.3% | -11.3% |
| 6M | -12.4% | +2.1% | -14.5% | -13.5% |
| YTD | +4.7% | +11.5% | -6.8% | -2.5% |
| 1Y | +5.2% | +13.5% | -8.2% | -3.0% |
| 3Y | +47.4% | +77.7% | -30.3% | -0.4% |
| 5Y | +14.7% | +72.6% | -57.9% | -21.6% |
| All | +175.2% | +307.0% | -131.8% | +1.8% |
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