+5.8%
DASH vs ITW
+48.6%
-42.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.0% |
| 7D | -11.2% | -0.4% | -10.7% | -10.9% |
| 30D | -7.3% | -9.4% | +2.1% | -1.5% |
| 3M | +31.4% | +7.1% | +24.3% | +25.6% |
| 6M | +11.9% | -1.9% | +13.7% | +12.4% |
| YTD | -11.5% | +10.4% | -21.9% | -18.8% |
| 1Y | -20.0% | +3.3% | -23.3% | -23.4% |
| 3Y | +143.9% | +21.0% | +122.9% | +101.2% |
| 5Y | -0.2% | +36.3% | -36.5% | -29.0% |
| All | +5.8% | +48.6% | -42.8% | -20.7% |
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