+11.7%
DASH vs BBWI
-32.8%
+44.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.5% | -5.5% |
| 7D | -10.6% | +1.5% | -12.1% | -11.0% |
| 30D | +2.2% | -5.2% | +7.3% | +3.3% |
| 3M | +32.3% | +11.1% | +21.2% | +26.5% |
| 6M | +19.1% | -13.4% | +32.5% | +21.6% |
| YTD | -6.5% | +0.1% | -6.6% | -10.1% |
| 1Y | -14.9% | -36.1% | +21.2% | -5.9% |
| 3Y | +151.9% | -44.1% | +196.0% | +168.5% |
| 5Y | +9.4% | -66.2% | +75.7% | +37.3% |
| All | +11.7% | -32.8% | +44.6% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling