+196.0%
DDWM vs SPY
+379.0%
-183.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | +3.8% | +2.0% | +1.8% | +2.3% |
| 6M | +5.5% | +13.0% | -7.5% | -3.3% |
| YTD | +11.2% | +13.5% | -2.3% | +1.6% |
| 1Y | +18.2% | +20.0% | -1.8% | +3.8% |
| 3Y | +68.3% | +77.2% | -8.8% | +10.7% |
| 5Y | +82.8% | +81.9% | +0.9% | +16.5% |
| 10Y | +164.5% | +314.1% | -149.6% | -18.1% |
| All | +196.0% | +379.0% | -183.0% | -19.1% |
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