+5.8%
DASH vs GWW
+234.1%
-228.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.7% | -4.1% |
| 7D | -11.2% | -1.5% | -9.6% | -10.6% |
| 30D | -7.3% | +1.1% | -8.4% | -7.9% |
| 3M | +31.4% | -1.0% | +32.4% | +31.4% |
| 6M | +11.9% | +16.3% | -4.4% | +3.3% |
| YTD | -11.5% | +28.5% | -40.0% | -22.4% |
| 1Y | -20.0% | +30.3% | -50.3% | -30.5% |
| 3Y | +143.9% | +91.6% | +52.3% | +73.0% |
| 5Y | -0.2% | +224.0% | -224.2% | -41.3% |
| All | +5.8% | +234.1% | -228.3% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling