+341.4%
CWST vs SPY
+1,207.3%
-865.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.2% |
| 7D | +5.2% | -2.7% | +7.9% | +7.9% |
| 30D | +17.3% | -5.4% | +22.7% | +23.4% |
| 3M | +8.6% | -4.1% | +12.7% | +12.5% |
| 6M | +16.1% | +0.7% | +15.4% | +13.7% |
| YTD | +0.3% | +8.7% | -8.4% | -9.4% |
| 1Y | +11.2% | +10.9% | +0.3% | -1.8% |
| 3Y | +23.2% | +75.0% | -51.8% | -33.9% |
| 5Y | +14.2% | +67.8% | -53.6% | -37.6% |
| 10Y | +790.4% | +312.9% | +477.5% | +75.5% |
| All | +341.4% | +1,207.3% | -865.9% | -61.9% |
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