-73.2%
DWSH vs SPY
+208.2%
-281.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.9% |
| 7D | +0.3% | +2.6% | -2.3% | +3.3% |
| 30D | -9.2% | -2.0% | -7.2% | -11.1% |
| 3M | -1.8% | -2.8% | +1.0% | -4.7% |
| 6M | -19.8% | +2.1% | -21.9% | -17.5% |
| YTD | -16.6% | +11.5% | -28.1% | -4.6% |
| 1Y | -19.9% | +13.5% | -33.4% | -6.3% |
| 3Y | -32.1% | +77.7% | -109.8% | +44.3% |
| 5Y | -21.7% | +72.6% | -94.3% | +80.9% |
| All | -73.2% | +208.2% | -281.4% | +46.8% |
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 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