-41.7%
DWSN vs SPY
+322.5%
-364.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -7.9% | -0.8% | -7.2% | -7.4% |
| 30D | -23.3% | -1.1% | -22.2% | -22.6% |
| 3M | -29.3% | +3.9% | -33.1% | -30.8% |
| 6M | -22.0% | +13.6% | -35.6% | -28.6% |
| YTD | +115.4% | +12.7% | +102.7% | +99.0% |
| 1Y | +106.1% | +17.5% | +88.6% | +86.3% |
| 3Y | +87.4% | +76.9% | +10.5% | +30.0% |
| 5Y | +94.8% | +83.6% | +11.2% | +28.3% |
| All | -41.7% | +322.5% | -364.2% | -85.6% |
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