Set your allocation on the left — Alpha vs standard DCA over 1, 3 and 5 years updates as you go.
| Standard DCA | Alpha | Edge | $ Diff | |||||
|---|---|---|---|---|---|---|---|---|
| Window | Invested | Value | Return | Invested | Value | Return | ||
| 5Y WBEST $ | $60,231 | $142,301 | 136.3% | $63,334 | $203,923 | 222.0% | +85.7% | $61,622 |
| 5Y M | $60,000 | $140,880 | 134.8% | $51,275 | $191,328 | 273.1% | +138.3% | $50,449 |
| 3Y W | $36,231 | $54,390 | 50.1% | $26,674 | $41,021 | 53.8% | +3.7% | −$13,370 |
| 3Y M | $36,000 | $53,934 | 49.8% | $17,537 | $27,222 | 55.2% | +5.4% | −$26,712 |
| 1Y W | $12,000 | $12,855 | 7.1% | $10,217 | $11,233 | 9.9% | +2.8% | −$1,623 |
| 1Y M | $12,000 | $12,820 | 6.8% | $5,383 | $5,784 | 7.5% | +0.6% | −$7,036 |
BEST $ marks the widest dollar difference, not the widest percentage edge. Alpha's % return beats standard DCA's in every window here, including the ones with a negative $ Diff — that column is smaller (or negative) there only because Alpha put in less.
Disclosure: Past performance doesn't guarantee future results. Backtests assume no rebalancing, fees, taxes or slippage. Sharpe ratios use a 5% risk-free rate. The Alpha strategy varies contribution size on signals, so it deploys a different total than standard DCA over the same window — compare the return percentages, not just the dollar gap. For informational purposes only.