+199.5%
DWAS vs SPY
+315.0%
-115.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +1.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | -1.3% | -3.3% | +2.1% | +2.9% |
| 3M | -10.3% | -2.4% | -7.8% | -7.5% |
| 6M | -7.0% | +2.6% | -9.6% | -9.3% |
| YTD | +9.5% | +11.2% | -1.8% | -2.7% |
| 1Y | +16.2% | +13.4% | +2.8% | +1.2% |
| 3Y | +52.3% | +79.9% | -27.6% | -21.4% |
| 5Y | +10.4% | +72.2% | -61.8% | -39.7% |
| 10Y | +199.5% | +307.3% | -107.8% | -41.5% |
| All | +199.5% | +315.0% | -115.5% | -41.5% |
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