+160.8%
DWLD vs SPY
+285.4%
-124.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +3.5% | -0.6% | +4.1% | +3.9% |
| 30D | +2.0% | -3.7% | +5.7% | +5.5% |
| 3M | -4.5% | -2.7% | -1.8% | -2.3% |
| 6M | -3.4% | +2.2% | -5.6% | -5.8% |
| YTD | -0.6% | +10.8% | -11.5% | -10.4% |
| 1Y | +2.7% | +11.2% | -8.5% | -7.7% |
| 3Y | +73.9% | +76.5% | -2.6% | -0.8% |
| 5Y | +58.9% | +72.9% | -14.0% | -7.5% |
| All | +160.8% | +285.4% | -124.6% | -34.1% |
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