-73.6%
DWSH vs SPY
+210.4%
-284.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +1.3% |
| 7D | +2.6% | -0.9% | +3.5% | +1.6% |
| 30D | -9.6% | -2.4% | -7.2% | -11.9% |
| 3M | -4.8% | -1.2% | -3.6% | -5.8% |
| 6M | -19.4% | +3.3% | -22.7% | -16.0% |
| YTD | -17.7% | +12.3% | -30.0% | -5.0% |
| 1Y | -20.5% | +12.4% | -32.9% | -8.0% |
| 3Y | -32.8% | +78.8% | -111.6% | +44.0% |
| 5Y | -23.0% | +75.2% | -98.2% | +80.9% |
| All | -73.6% | +210.4% | -284.0% | +46.1% |
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