-5.9%
DASH vs CDW
+40.3%
-46.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.2% |
| 7D | -10.2% | +2.6% | -12.8% | -11.4% |
| 30D | -8.2% | +20.4% | -28.6% | -17.2% |
| 3M | -15.9% | +28.5% | -44.4% | -27.7% |
| 6M | +13.3% | +70.6% | -57.3% | -20.0% |
| YTD | -21.3% | +29.1% | -50.4% | -36.5% |
| 1Y | -11.1% | +23.8% | -34.9% | -26.5% |
| 3Y | +103.8% | -14.5% | +118.3% | +104.1% |
| 5Y | -21.6% | -1.6% | -20.0% | -33.4% |
| All | -5.9% | +40.3% | -46.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling