-15.9%
DWSN vs SPY
+12.1%
-28.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.8% | +11.0% |
| 7D | +3.0% | +2.6% | +0.5% | -1.1% |
| 30D | -28.4% | -2.0% | -26.4% | -26.2% |
| 3M | -62.9% | -2.8% | -60.2% | -61.2% |
| 6M | -50.4% | +2.1% | -52.6% | -51.2% |
| YTD | +8.3% | +11.5% | -3.2% | -13.8% |
| 1Y | -15.9% | +13.5% | -29.4% | -35.1% |
| All | -15.9% | +12.1% | -28.0% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling