+11.9%
DTW vs SPY
+227.3%
-215.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -3.5% | +2.6% | -6.1% | -4.3% |
| 30D | -4.0% | -2.0% | -2.0% | -3.4% |
| 3M | -11.9% | -2.8% | -9.1% | -11.2% |
| 6M | -17.9% | +2.1% | -20.0% | -18.6% |
| YTD | -14.3% | +11.5% | -25.8% | -17.5% |
| 1Y | -16.6% | +13.5% | -30.1% | -20.2% |
| 3Y | -9.3% | +77.7% | -87.0% | -26.2% |
| 5Y | -12.1% | +72.6% | -84.7% | -28.4% |
| All | +11.9% | +227.3% | -215.4% | -28.4% |
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 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