-83.9%
CWVX vs SPY
+24.1%
-108.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -6.1% |
| 7D | -2.6% | -0.8% | -1.8% | +2.1% |
| 30D | -35.4% | -1.1% | -34.4% | -30.5% |
| 3M | -35.5% | +3.9% | -39.4% | -44.6% |
| 6M | -28.2% | +13.6% | -41.8% | -62.7% |
| YTD | -25.8% | +12.7% | -38.5% | -56.5% |
| 1Y | -77.0% | +17.5% | -94.5% | -87.6% |
| All | -83.9% | +24.1% | -108.0% | -92.3% |
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