-98.6%
CWD vs SPY
+79.4%
-177.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.0% |
| 7D | -11.4% | -0.9% | -10.4% | -10.6% |
| 30D | -17.4% | -2.4% | -15.1% | -15.8% |
| 3M | -28.7% | -1.2% | -27.5% | -27.9% |
| 6M | -60.6% | +3.3% | -63.9% | -61.5% |
| YTD | -67.9% | +12.3% | -80.2% | -70.3% |
| 1Y | -86.9% | +12.4% | -99.3% | -87.8% |
| All | -98.6% | +79.4% | -177.9% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling