-23.4%
DWSH vs SPY
+14.6%
-38.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -3.3% |
| 7D | -8.1% | -0.7% | -7.4% | -8.4% |
| 30D | -13.9% | -1.0% | -12.9% | -14.4% |
| 3M | -6.7% | -0.3% | -6.3% | -6.7% |
| 6M | -20.0% | +7.3% | -27.3% | -16.2% |
| YTD | -19.8% | +13.3% | -33.1% | -12.5% |
| 1Y | -23.4% | +14.8% | -38.2% | -15.6% |
| All | -23.4% | +14.6% | -38.1% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling