+102.1%
DASH vs BWA
+47.7%
+54.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -9.0% |
| 7D | +0.5% | -10.8% | +11.3% | +1.2% |
| 30D | -7.1% | -25.0% | +17.9% | -5.5% |
| 3M | -13.2% | -28.6% | +15.4% | -11.6% |
| 6M | +8.3% | -16.6% | +24.9% | +8.1% |
| YTD | -20.6% | +6.3% | -26.9% | -25.1% |
| 1Y | -24.4% | +7.2% | -31.6% | -28.9% |
| All | +102.1% | +47.7% | +54.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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