+156.1%
SPDW vs SPY
+304.1%
-148.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.6% |
| 30D | -1.3% | -3.7% | +2.4% | +1.7% |
| 3M | -4.0% | -2.7% | -1.3% | -1.8% |
| 6M | -0.8% | +2.2% | -3.0% | -2.4% |
| YTD | +12.6% | +10.8% | +1.8% | +3.9% |
| 1Y | +16.3% | +11.2% | +5.0% | +6.9% |
| 3Y | +73.9% | +76.5% | -2.5% | +8.8% |
| 5Y | +54.4% | +72.9% | -18.6% | -2.5% |
| 10Y | +156.1% | +304.8% | -148.8% | -21.6% |
| All | +156.1% | +304.1% | -148.1% | -21.6% |
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