-25.3%
CWK vs SPY
+205.7%
-231.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -4.7% | +2.6% | -7.3% | -8.0% |
| 30D | +20.5% | -2.0% | +22.4% | +23.8% |
| 3M | -7.4% | -2.8% | -4.7% | -3.7% |
| 6M | +2.0% | +2.1% | -0.1% | -1.2% |
| YTD | -17.9% | +11.5% | -29.3% | -28.8% |
| 1Y | -14.4% | +13.5% | -27.8% | -27.5% |
| 3Y | +77.6% | +77.7% | -0.1% | -17.5% |
| 5Y | -29.7% | +72.6% | -102.3% | -65.4% |
| All | -25.3% | +205.7% | -231.0% | -81.8% |
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 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