-12.2%
DASH vs NWSA
-0.9%
-11.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -1.8% |
| 7D | -4.1% | -0.8% | -3.3% | -3.6% |
| 30D | -10.6% | -11.3% | +0.7% | -3.3% |
| 3M | -18.8% | -8.1% | -10.7% | -14.1% |
| 6M | +11.2% | -0.7% | +11.9% | +11.2% |
| YTD | -23.8% | +1.3% | -25.1% | -27.5% |
| 1Y | -12.2% | -1.3% | -10.9% | -15.8% |
| All | -12.2% | -0.9% | -11.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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