-79.6%
CWVX vs SPY
+24.4%
-104.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.7% | -0.5% | +24.3% | +27.2% |
| 7D | +45.9% | +0.5% | +45.3% | +39.5% |
| 30D | +12.4% | -0.9% | +13.3% | +19.9% |
| 3M | -28.5% | +3.9% | -32.4% | -39.2% |
| 6M | +13.6% | +14.5% | -0.9% | -44.3% |
| YTD | -5.8% | +12.9% | -18.7% | -45.8% |
| 1Y | -58.7% | +19.4% | -78.1% | -79.0% |
| All | -79.6% | +24.4% | -104.0% | -90.4% |
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