-73.5%
DWSH vs SPY
+206.4%
-279.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -2.0% |
| 30D | -9.5% | -3.7% | -5.9% | -13.2% |
| 3M | -4.9% | -2.7% | -2.1% | -7.6% |
| 6M | -17.2% | +2.2% | -19.4% | -14.8% |
| YTD | -17.5% | +10.8% | -28.4% | -6.2% |
| 1Y | -21.2% | +11.2% | -32.5% | -9.9% |
| 3Y | -32.6% | +76.5% | -109.1% | +42.1% |
| 5Y | -22.8% | +72.9% | -95.7% | +78.9% |
| All | -73.5% | +206.4% | -279.9% | +44.2% |
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