+150.3%
DEW vs SPY
+312.5%
-162.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | -0.7% | -0.4% | -0.4% | -0.5% |
| 30D | +0.1% | -1.4% | +1.5% | +1.1% |
| 3M | +5.9% | +3.7% | +2.2% | +2.9% |
| 6M | +9.8% | +13.0% | -3.2% | +0.1% |
| YTD | +19.0% | +12.4% | +6.6% | +8.8% |
| 1Y | +24.7% | +18.5% | +6.1% | +9.4% |
| 3Y | +74.3% | +77.6% | -3.4% | +10.9% |
| 5Y | +80.9% | +81.7% | -0.7% | +11.6% |
| 10Y | +150.3% | +319.7% | -169.3% | -24.5% |
| All | +150.3% | +312.5% | -162.2% | -24.5% |
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