+103.8%
DASH vs NWSA
+30.9%
+72.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.6% |
| 7D | -2.8% | -9.7% | +6.9% | +3.7% |
| 30D | -9.3% | -8.6% | -0.7% | -3.9% |
| 3M | -15.1% | -6.3% | -8.8% | -11.6% |
| 6M | +8.7% | -1.2% | +9.9% | +9.0% |
| YTD | -21.3% | +2.6% | -23.9% | -23.4% |
| 1Y | -12.7% | 0.0% | -12.7% | -13.8% |
| 3Y | +103.8% | +30.1% | +73.7% | +81.2% |
| All | +103.8% | +30.9% | +72.9% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling