+205.5%
DWM vs SPY
+766.5%
-561.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.9% |
| 30D | +1.6% | -3.7% | +5.3% | +5.2% |
| 3M | -2.8% | -2.7% | 0.0% | -0.4% |
| 6M | +1.6% | +2.2% | -0.6% | -0.7% |
| YTD | +10.0% | +10.8% | -0.9% | -0.3% |
| 1Y | +13.6% | +11.2% | +2.3% | +2.5% |
| 3Y | +69.5% | +76.5% | -7.0% | -3.2% |
| 5Y | +65.3% | +72.9% | -7.7% | -5.6% |
| 10Y | +131.1% | +304.8% | -173.7% | -47.0% |
| All | +205.5% | +766.5% | -561.0% | -69.8% |
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