-71.4%
DWSH vs SPY
+208.8%
-280.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | 0.0% |
| 7D | +6.0% | -2.0% | +8.0% | +3.6% |
| 30D | +3.0% | -1.7% | +4.6% | +1.1% |
| 3M | -10.5% | +4.7% | -15.3% | -5.5% |
| 6M | -10.7% | +12.5% | -23.3% | +2.9% |
| YTD | -11.0% | +11.7% | -22.7% | +1.9% |
| 1Y | -9.9% | +17.5% | -27.4% | +9.9% |
| 3Y | -18.4% | +76.6% | -94.9% | +72.5% |
| 5Y | -18.5% | +82.0% | -100.6% | +100.5% |
| All | -71.4% | +208.8% | -280.3% | +56.8% |
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 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