-72.8%
DWSH vs SPY
+213.9%
-286.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -1.9% | +0.1% | -2.0% | -1.8% |
| 3M | -14.8% | +2.0% | -16.7% | -12.7% |
| 6M | -11.7% | +13.0% | -24.7% | +2.3% |
| YTD | -15.2% | +13.5% | -28.8% | -1.1% |
| 1Y | -13.4% | +20.0% | -33.4% | +8.2% |
| 3Y | -19.3% | +77.2% | -96.5% | +71.2% |
| 5Y | -20.6% | +81.9% | -102.5% | +95.0% |
| All | -72.8% | +213.9% | -286.6% | +52.2% |
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