-5.1%
DASH vs BWA
+48.3%
-53.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -7.7% |
| 7D | +0.5% | -10.8% | +11.3% | +4.0% |
| 30D | -7.1% | -25.0% | +17.9% | +1.2% |
| 3M | -13.2% | -28.6% | +15.4% | -4.5% |
| 6M | +8.3% | -16.6% | +24.9% | +11.2% |
| YTD | -20.6% | +6.3% | -26.9% | -28.1% |
| 1Y | -24.4% | +7.2% | -31.6% | -32.0% |
| 3Y | +94.5% | +48.2% | +46.3% | +43.4% |
| 5Y | -9.4% | +23.4% | -32.9% | -34.6% |
| All | -5.1% | +48.3% | -53.4% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling