-99.5%
DWTX vs SPY
+122.2%
-221.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.4% |
| 7D | -15.3% | -0.8% | -14.5% | -14.6% |
| 30D | +0.8% | -1.1% | +1.8% | +1.6% |
| 3M | +23.6% | +3.9% | +19.7% | +19.4% |
| 6M | -31.0% | +13.6% | -44.6% | -37.8% |
| YTD | -53.4% | +12.7% | -66.0% | -57.7% |
| 1Y | -60.4% | +17.5% | -77.9% | -65.3% |
| 3Y | -91.8% | +76.9% | -168.7% | -94.9% |
| 5Y | -98.7% | +83.6% | -182.3% | -99.2% |
| All | -99.5% | +122.2% | -221.8% | -99.8% |
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