+191.9%
CWI vs SPY
+670.9%
-479.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +1.2% | +0.1% | +1.0% | +1.0% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +3.1% | +2.0% | +1.1% | +1.1% |
| 6M | +10.9% | +13.0% | -2.1% | -1.5% |
| YTD | +18.0% | +13.5% | +4.5% | +4.3% |
| 1Y | +28.2% | +20.0% | +8.3% | +7.3% |
| 3Y | +76.6% | +77.2% | -0.5% | -1.5% |
| 5Y | +58.8% | +81.9% | -23.1% | -15.3% |
| 10Y | +153.4% | +314.1% | -160.7% | -46.3% |
| All | +191.9% | +670.9% | -479.0% | -69.5% |
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