-99.8%
CWD vs SPY
+89.9%
-189.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.4% | -7.1% | -7.2% |
| 7D | -6.8% | +2.6% | -9.4% | -8.9% |
| 30D | -16.9% | -2.0% | -14.9% | -15.4% |
| 3M | -42.5% | -2.8% | -39.7% | -41.1% |
| 6M | -61.3% | +2.1% | -63.4% | -61.9% |
| YTD | -69.0% | +11.5% | -80.5% | -71.3% |
| 1Y | -86.1% | +13.5% | -99.6% | -87.3% |
| 3Y | -98.6% | +77.7% | -176.3% | -99.1% |
| All | -99.8% | +89.9% | -189.6% | -99.9% |
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