-7.0%
DASH vs BBWI
-67.9%
+60.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.9% |
| 7D | +0.4% | -6.2% | +6.6% | +2.7% |
| 30D | -6.0% | +19.9% | -26.0% | -11.3% |
| 3M | -15.8% | +7.1% | -22.9% | -18.3% |
| 6M | +7.0% | +13.7% | -6.7% | +0.4% |
| YTD | -20.7% | +9.6% | -30.3% | -26.3% |
| 1Y | -8.5% | -1.6% | -6.9% | -13.0% |
| 3Y | +101.8% | -25.9% | +127.7% | +89.1% |
| All | -7.0% | -67.9% | +60.9% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling