-99.5%
DWTX vs SPY
+122.7%
-222.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.5% | -10.4% | -10.4% |
| 7D | -22.4% | +0.5% | -23.0% | -22.8% |
| 30D | +13.0% | -0.9% | +14.0% | +13.8% |
| 3M | +39.7% | +3.9% | +35.8% | +34.9% |
| 6M | -29.4% | +14.5% | -43.9% | -36.9% |
| YTD | -51.0% | +12.9% | -63.9% | -55.6% |
| 1Y | -58.4% | +19.4% | -77.7% | -64.0% |
| 3Y | -91.8% | +78.5% | -170.3% | -95.0% |
| 5Y | -98.6% | +81.8% | -180.3% | -99.1% |
| All | -99.5% | +122.7% | -222.2% | -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 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