+23.8%
DTW vs SPY
+230.8%
-207.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -2.2% | -1.1% | -1.1% | -1.8% |
| 3M | -6.9% | +3.9% | -10.7% | -8.1% |
| 6M | -9.4% | +13.6% | -23.0% | -13.2% |
| YTD | -5.1% | +12.7% | -17.8% | -8.9% |
| 1Y | -11.2% | +17.5% | -28.7% | -16.0% |
| 3Y | -3.2% | +76.9% | -80.1% | -21.0% |
| 5Y | -2.2% | +83.6% | -85.8% | -22.1% |
| All | +23.8% | +230.8% | -207.0% | -20.9% |
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