-19.3%
DWSH vs SPY
+81.8%
-101.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +1.9% |
| 7D | +2.3% | +0.5% | +1.8% | +3.0% |
| 30D | +0.8% | -0.9% | +1.7% | -0.2% |
| 3M | -13.0% | +3.9% | -16.9% | -9.1% |
| 6M | -10.3% | +14.5% | -24.8% | +5.1% |
| YTD | -13.1% | +12.9% | -26.0% | +0.4% |
| 1Y | -10.7% | +19.4% | -30.0% | +10.5% |
| 3Y | -20.3% | +78.5% | -98.7% | +71.2% |
| 5Y | -19.3% | +81.8% | -101.0% | +105.0% |
| All | -19.3% | +81.8% | -101.1% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling