-99.7%
CWD vs SPY
+88.8%
-188.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.1% |
| 7D | -10.7% | -0.6% | -10.1% | -10.1% |
| 30D | -21.6% | -3.7% | -18.0% | -19.1% |
| 3M | -20.6% | -2.7% | -17.8% | -18.6% |
| 6M | -59.8% | +2.2% | -61.9% | -60.4% |
| YTD | -67.6% | +10.8% | -78.4% | -69.8% |
| 1Y | -86.6% | +11.2% | -97.8% | -87.5% |
| 3Y | -98.6% | +76.5% | -175.1% | -99.0% |
| All | -99.7% | +88.8% | -188.5% | -99.8% |
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