-29.3%
DASH vs NWSA
+18.8%
-48.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.8% |
| 7D | -4.5% | +2.2% | -6.7% | -6.3% |
| 30D | -6.8% | -8.8% | +2.0% | +0.3% |
| 3M | -20.7% | -6.5% | -14.2% | -16.8% |
| 6M | +15.1% | +1.5% | +13.6% | +11.9% |
| YTD | -24.3% | +4.0% | -28.3% | -28.1% |
| 1Y | -12.1% | +3.4% | -15.6% | -16.3% |
| 3Y | +91.1% | +34.8% | +56.2% | +36.3% |
| All | -29.3% | +18.8% | -48.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling