+214.8%
DWM vs SPY
+787.8%
-573.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +4.8% | +2.0% | +2.8% | +2.8% |
| 6M | +6.9% | +13.0% | -6.1% | -4.7% |
| YTD | +13.3% | +13.5% | -0.3% | +0.5% |
| 1Y | +20.5% | +20.0% | +0.6% | +1.4% |
| 3Y | +69.5% | +77.2% | -7.7% | -3.5% |
| 5Y | +64.8% | +81.9% | -17.1% | -10.3% |
| 10Y | +129.5% | +314.1% | -184.6% | -48.4% |
| All | +214.8% | +787.8% | -573.0% | -69.5% |
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