+160.3%
DWLD vs SPY
+288.5%
-128.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -2.3% | -2.0% | -0.3% | -0.4% |
| 30D | -4.2% | -1.7% | -2.6% | -2.7% |
| 3M | -0.3% | +4.7% | -5.0% | -4.8% |
| 6M | +2.3% | +12.5% | -10.2% | -8.8% |
| YTD | -0.8% | +11.7% | -12.6% | -11.0% |
| 1Y | +5.9% | +17.5% | -11.5% | -9.4% |
| 3Y | +69.9% | +76.6% | -6.6% | -2.9% |
| 5Y | +59.1% | +82.0% | -22.9% | -11.7% |
| All | +160.3% | +288.5% | -128.3% | -34.6% |
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