-57.0%
DWSN vs SPY
+2,969.5%
-3,026.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | -17.6% | +0.1% | -17.7% | -17.6% |
| 3M | -17.2% | +2.0% | -19.2% | -18.0% |
| 6M | -0.8% | +13.0% | -13.8% | -8.3% |
| YTD | +134.0% | +13.5% | +120.4% | +116.2% |
| 1Y | +128.1% | +20.0% | +108.2% | +104.6% |
| 3Y | +104.5% | +77.2% | +27.3% | +41.5% |
| 5Y | +105.5% | +81.9% | +23.6% | +35.9% |
| 10Y | -41.0% | +314.1% | -355.1% | -77.7% |
| All | -57.0% | +2,969.5% | -3,026.5% | -92.2% |
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