-80.1%
DWSN vs SPY
+2,914.0%
-2,994.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.8% | +10.7% |
| 7D | +3.0% | +2.6% | +0.5% | +1.1% |
| 30D | -28.4% | -2.0% | -26.4% | -27.5% |
| 3M | -62.9% | -2.8% | -60.2% | -62.2% |
| 6M | -50.4% | +2.1% | -52.6% | -51.0% |
| YTD | +8.3% | +11.5% | -3.2% | +1.3% |
| 1Y | -15.9% | +13.5% | -29.4% | -22.2% |
| 3Y | +17.1% | +77.7% | -60.6% | -19.1% |
| 5Y | -15.1% | +72.6% | -87.7% | -41.6% |
| 10Y | -73.0% | +308.2% | -381.2% | -89.7% |
| All | -80.1% | +2,914.0% | -2,994.0% | -96.3% |
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