-23.4%
DASH vs GWRE
-44.6%
+21.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | 0.0% |
| 7D | -12.8% | -26.2% | +13.4% | -4.6% |
| 30D | -6.0% | -17.8% | +11.7% | -1.2% |
| 3M | +26.7% | +14.2% | +12.5% | +17.2% |
| 6M | +11.7% | -12.9% | +24.6% | +12.9% |
| YTD | -12.9% | -29.2% | +16.3% | -6.7% |
| All | -23.4% | -44.6% | +21.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling