-5.9%
DASH vs BBWI
-25.2%
+19.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -10.2% | -7.7% | -2.5% | -7.9% |
| 30D | -8.2% | +24.8% | -33.0% | -14.2% |
| 3M | -15.9% | +16.2% | -32.1% | -20.4% |
| 6M | +13.3% | +15.8% | -2.5% | +6.0% |
| YTD | -21.3% | +11.4% | -32.7% | -27.0% |
| 1Y | -11.1% | +3.2% | -14.3% | -16.7% |
| 3Y | +103.8% | -23.5% | +127.3% | +91.7% |
| 5Y | -21.6% | -67.4% | +45.8% | -2.2% |
| All | -5.9% | -25.2% | +19.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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