-12.7%
DASH vs GWW
+55.9%
-68.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -2.8% | +5.5% | -8.3% | -3.6% |
| 30D | -9.3% | +14.4% | -23.7% | -10.7% |
| 3M | -15.1% | +13.7% | -28.8% | -16.3% |
| 6M | +8.7% | +20.1% | -11.3% | +5.8% |
| YTD | -21.3% | +47.1% | -68.4% | -23.1% |
| 1Y | -12.7% | +56.2% | -68.9% | -14.5% |
| All | -12.7% | +55.9% | -68.6% | -14.5% |
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