-98.6%
CWD vs SPY
+75.1%
-173.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -3.3% | -2.7% | -0.6% | -0.9% |
| 30D | -18.7% | -5.4% | -13.3% | -14.8% |
| 3M | -12.2% | -4.1% | -8.1% | -8.8% |
| 6M | -59.2% | +0.7% | -59.9% | -59.3% |
| YTD | -66.8% | +8.7% | -75.4% | -68.5% |
| 1Y | -86.2% | +10.9% | -97.1% | -87.0% |
| 3Y | -98.6% | +75.0% | -173.6% | -99.1% |
| All | -98.6% | +75.1% | -173.7% | -99.1% |
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