+7.4%
DASH vs BWA
+91.4%
-83.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.5% |
| 7D | -10.6% | +5.7% | -16.2% | -12.1% |
| 30D | +2.2% | +1.4% | +0.7% | +1.3% |
| 3M | +32.3% | -12.1% | +44.4% | +36.8% |
| 6M | +19.1% | +28.6% | -9.4% | +6.2% |
| YTD | -6.5% | +51.1% | -57.6% | -24.8% |
| 1Y | -14.9% | +55.9% | -70.8% | -33.0% |
| 3Y | +151.9% | +70.1% | +81.8% | +83.1% |
| All | +7.4% | +91.4% | -83.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling