-17.2%
DASH vs GWW
+55.5%
-72.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +6.9% |
| 7D | +17.2% | +11.1% | +6.1% | +15.0% |
| 30D | +3.6% | +15.7% | -12.2% | +1.1% |
| 3M | -1.9% | +14.8% | -16.6% | -4.0% |
| 6M | +15.1% | +30.9% | -15.8% | +8.6% |
| YTD | -12.3% | +48.5% | -60.8% | -18.6% |
| 1Y | -17.2% | +57.1% | -74.3% | -25.5% |
| All | -17.2% | +55.5% | -72.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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