+102.1%
DASH vs NWSA
+24.1%
+78.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.4% | +3.9% | -1.0% |
| 7D | +0.5% | -10.1% | +10.6% | +7.5% |
| 30D | -7.1% | -7.3% | +0.2% | -2.4% |
| 3M | -13.2% | -8.6% | -4.6% | -8.3% |
| 6M | +8.3% | +4.4% | +3.9% | +4.7% |
| YTD | -20.6% | +2.1% | -22.7% | -22.4% |
| 1Y | -24.4% | +4.1% | -28.5% | -27.0% |
| All | +102.1% | +24.1% | +78.0% | +84.2% |
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