+101.8%
DASH vs GWW
+92.7%
+9.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +0.4% | +6.0% | -5.6% | -1.6% |
| 30D | -6.0% | +14.0% | -20.1% | -10.4% |
| 3M | -15.8% | +12.5% | -28.3% | -19.4% |
| 6M | +7.0% | +23.6% | -16.7% | -2.2% |
| YTD | -20.7% | +43.6% | -64.3% | -32.7% |
| 1Y | -8.5% | +52.5% | -61.0% | -24.8% |
| 3Y | +101.8% | +92.6% | +9.2% | +48.3% |
| All | +101.8% | +92.7% | +9.0% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling