-16.8%
DASH vs BWA
+32.7%
-49.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | -2.8% | -2.4% | -0.3% | -2.0% |
| 30D | -9.3% | -17.7% | +8.4% | -3.7% |
| 3M | -15.1% | -27.0% | +11.9% | -6.7% |
| 6M | +8.7% | -17.3% | +26.0% | +12.6% |
| YTD | -21.3% | +12.9% | -34.2% | -31.2% |
| 1Y | -12.7% | +12.9% | -25.6% | -23.9% |
| 3Y | +103.8% | +62.1% | +41.7% | +37.0% |
| 5Y | -16.8% | +30.7% | -47.5% | -47.1% |
| All | -16.8% | +32.7% | -49.5% | -47.1% |
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