+159.5%
DEW vs SPY
+307.0%
-147.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.5% | +2.6% | -1.1% | -0.3% |
| 30D | +4.2% | -2.0% | +6.1% | +5.5% |
| 3M | +1.5% | -2.8% | +4.3% | +3.3% |
| 6M | +9.5% | +2.1% | +7.4% | +7.3% |
| YTD | +21.7% | +11.5% | +10.2% | +11.7% |
| 1Y | +24.5% | +13.5% | +11.0% | +12.8% |
| 3Y | +83.8% | +77.7% | +6.1% | +16.8% |
| 5Y | +83.0% | +72.6% | +10.4% | +17.7% |
| All | +159.5% | +307.0% | -147.6% | -18.5% |
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