-4.5%
DASH vs ITW
+59.6%
-64.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | -0.6% |
| 7D | -4.8% | -1.1% | -3.6% | -3.9% |
| 30D | -7.9% | +8.6% | -16.5% | -12.1% |
| 3M | -16.3% | -2.7% | -13.6% | -14.8% |
| 6M | +10.4% | +14.0% | -3.6% | +1.7% |
| YTD | -20.1% | +18.6% | -38.7% | -29.7% |
| 1Y | -11.4% | +19.8% | -31.2% | -22.8% |
| 3Y | +114.1% | +34.8% | +79.3% | +64.1% |
| 5Y | -5.8% | +37.5% | -43.3% | -35.7% |
| All | -4.5% | +59.6% | -64.1% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling