+101.8%
DASH vs BBWI
-28.0%
+129.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.5% |
| 7D | +0.4% | -6.2% | +6.6% | +1.8% |
| 30D | -6.0% | +19.9% | -26.0% | -9.1% |
| 3M | -15.8% | +7.1% | -22.9% | -17.1% |
| 6M | +7.0% | +13.7% | -6.7% | +3.4% |
| YTD | -20.7% | +9.6% | -30.3% | -23.7% |
| 1Y | -8.5% | -1.6% | -6.9% | -10.6% |
| 3Y | +101.8% | -25.9% | +127.7% | +94.1% |
| All | +101.8% | -28.0% | +129.8% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling