-29.3%
DASH vs GWW
+218.6%
-248.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -4.5% | +3.6% | -8.1% | -6.3% |
| 30D | -6.8% | +12.1% | -18.9% | -11.8% |
| 3M | -20.7% | +12.9% | -33.6% | -25.4% |
| 6M | +15.1% | +19.3% | -4.3% | +4.6% |
| YTD | -24.3% | +48.7% | -73.0% | -39.4% |
| 1Y | -12.1% | +60.5% | -72.6% | -32.8% |
| 3Y | +91.1% | +93.3% | -2.2% | +27.7% |
| All | -29.3% | +218.6% | -248.0% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling