-99.7%
CWD vs SPY
+84.5%
-184.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | -4.6% |
| 7D | -6.8% | -4.7% | -2.1% | -2.8% |
| 30D | -20.5% | -5.9% | -14.5% | -16.2% |
| 3M | -6.8% | -4.5% | -2.2% | -2.8% |
| 6M | -57.7% | +1.8% | -59.5% | -58.2% |
| YTD | -66.8% | +8.3% | -75.1% | -68.5% |
| 1Y | -86.1% | +9.3% | -95.4% | -86.8% |
| 3Y | -98.5% | +74.9% | -173.4% | -99.0% |
| All | -99.7% | +84.5% | -184.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling