+11.7%
DASH vs GWW
+243.2%
-231.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | -10.6% | +1.4% | -12.0% | -11.2% |
| 30D | +2.2% | +3.3% | -1.1% | +0.6% |
| 3M | +32.3% | +2.9% | +29.3% | +29.9% |
| 6M | +19.1% | +15.8% | +3.3% | +10.3% |
| YTD | -6.5% | +32.0% | -38.5% | -19.1% |
| 1Y | -14.9% | +29.9% | -44.8% | -25.9% |
| 3Y | +151.9% | +91.1% | +60.9% | +79.0% |
| 5Y | +9.4% | +223.9% | -214.5% | -36.3% |
| All | +11.7% | +243.2% | -231.5% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling