+56.4%
DWX vs SPY
+75.5%
-19.1%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.2% |
| 30D | -1.0% | -1.7% | +0.7% | -0.5% |
| 3M | +3.2% | +4.7% | -1.6% | +1.6% |
| 6M | +4.8% | +12.5% | -7.7% | +0.9% |
| YTD | +9.8% | +11.7% | -1.9% | +5.9% |
| 1Y | +14.4% | +17.5% | -3.1% | +8.7% |
| All | +56.4% | +75.5% | -19.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling