+166.7%
DWLD vs SPY
+294.9%
-128.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.7% | +0.1% | -0.9% | -0.9% |
| 30D | -2.7% | +0.1% | -2.7% | -2.7% |
| 3M | -1.7% | +2.0% | -3.7% | -3.7% |
| 6M | +4.0% | +13.0% | -9.0% | -7.7% |
| YTD | +1.6% | +13.5% | -11.9% | -10.2% |
| 1Y | +10.1% | +20.0% | -9.9% | -7.8% |
| 3Y | +70.1% | +77.2% | -7.1% | -3.1% |
| 5Y | +61.2% | +81.9% | -20.7% | -10.5% |
| All | +166.7% | +294.9% | -128.2% | -34.0% |
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