-26.1%
CWK vs SPY
+208.2%
-234.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.5% |
| 30D | -0.8% | -1.4% | +0.5% | +1.2% |
| 3M | -4.6% | +3.7% | -8.3% | -9.4% |
| 6M | +3.1% | +13.0% | -9.9% | -12.9% |
| YTD | -18.7% | +12.4% | -31.0% | -30.3% |
| 1Y | -17.6% | +18.5% | -36.1% | -34.4% |
| 3Y | +47.5% | +77.6% | -30.1% | -31.2% |
| 5Y | -28.2% | +81.7% | -109.9% | -67.1% |
| All | -26.1% | +208.2% | -234.3% | -82.2% |
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