+130.6%
DWM vs SPY
+315.0%
-184.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +1.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +2.1% | -3.3% | +5.4% | +4.6% |
| 3M | -3.0% | -2.4% | -0.6% | -1.3% |
| 6M | +2.0% | +2.6% | -0.5% | 0.0% |
| YTD | +10.5% | +11.2% | -0.8% | +2.0% |
| 1Y | +15.2% | +13.4% | +1.8% | +4.9% |
| 3Y | +71.4% | +79.9% | -8.5% | +8.9% |
| 5Y | +64.4% | +72.2% | -7.8% | +7.1% |
| 10Y | +130.6% | +307.3% | -176.8% | -27.3% |
| All | +130.6% | +315.0% | -184.5% | -27.3% |
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