-4.5%
DASH vs CDW
+33.5%
-38.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -1.9% |
| 7D | -4.8% | +9.3% | -14.1% | -9.1% |
| 30D | -7.9% | +15.8% | -23.7% | -15.2% |
| 3M | -16.3% | +21.8% | -38.1% | -25.9% |
| 6M | +10.4% | +58.8% | -48.4% | -18.8% |
| YTD | -20.1% | +22.8% | -42.9% | -33.7% |
| 1Y | -11.4% | +17.9% | -29.3% | -24.7% |
| 3Y | +114.1% | -17.4% | +131.5% | +117.1% |
| 5Y | -5.8% | -5.7% | 0.0% | -18.0% |
| All | -4.5% | +33.5% | -38.0% | -30.8% |
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