+366.5%
DWAS vs SPY
+613.4%
-246.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -6.6% | +0.1% | -6.6% | -6.6% |
| 3M | -5.6% | +2.0% | -7.5% | -7.5% |
| 6M | +7.6% | +13.0% | -5.4% | -6.4% |
| YTD | +14.0% | +13.5% | +0.4% | -1.4% |
| 1Y | +23.4% | +20.0% | +3.4% | +0.3% |
| 3Y | +39.0% | +77.2% | -38.2% | -27.7% |
| 5Y | +29.1% | +81.9% | -52.8% | -34.6% |
| 10Y | +201.3% | +314.1% | -112.8% | -41.6% |
| All | +366.5% | +613.4% | -246.8% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling