+14.3%
CWST vs SPY
+67.4%
-53.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +5.2% | -2.7% | +7.9% | +6.7% |
| 30D | +17.3% | -5.4% | +22.7% | +20.7% |
| 3M | +8.6% | -4.1% | +12.7% | +10.7% |
| 6M | +16.1% | +0.7% | +15.4% | +14.7% |
| YTD | +0.3% | +8.7% | -8.4% | -5.6% |
| 1Y | +11.2% | +10.9% | +0.3% | +3.2% |
| 3Y | +23.2% | +75.0% | -51.8% | -16.6% |
| All | +14.3% | +67.4% | -53.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling