-9.5%
DASH vs BBWI
-26.4%
+16.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.8% | +12.9% | -19.7% | -10.0% |
| 3M | -20.7% | +16.0% | -36.7% | -24.9% |
| 6M | +15.1% | +16.6% | -1.6% | +7.3% |
| YTD | -24.3% | +9.7% | -34.0% | -29.4% |
| 1Y | -12.1% | +1.5% | -13.6% | -17.1% |
| 3Y | +91.1% | -21.4% | +112.4% | +77.4% |
| 5Y | -30.3% | -67.6% | +37.3% | -12.8% |
| All | -9.5% | -26.4% | +16.9% | -2.3% |
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