-17.2%
DASH vs ITW
+24.0%
-41.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +7.8% |
| 7D | +17.2% | +6.3% | +10.9% | +16.0% |
| 30D | +3.6% | +11.1% | -7.5% | +2.2% |
| 3M | -1.9% | +0.1% | -2.0% | -2.5% |
| 6M | +15.1% | +18.1% | -3.0% | +14.0% |
| YTD | -12.3% | +21.4% | -33.7% | -14.6% |
| 1Y | -17.2% | +22.9% | -40.1% | -20.4% |
| All | -17.2% | +24.0% | -41.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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