-82.0%
DWSN vs SPY
+2,924.9%
-3,006.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | -3.2% | +3.3% | -6.5% | -5.4% |
| 30D | -38.8% | -2.7% | -36.1% | -37.7% |
| 3M | -65.1% | -1.7% | -63.3% | -64.6% |
| 6M | -56.2% | +3.1% | -59.2% | -56.9% |
| YTD | -1.9% | +11.9% | -13.8% | -8.5% |
| 1Y | -25.7% | +12.0% | -37.7% | -30.6% |
| 3Y | +6.7% | +78.2% | -71.5% | -26.5% |
| 5Y | -23.1% | +73.2% | -96.3% | -47.3% |
| 10Y | -75.6% | +309.6% | -385.2% | -90.7% |
| All | -82.0% | +2,924.9% | -3,006.9% | -96.7% |
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