-5.2%
DASH vs NWSA
+50.8%
-56.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +0.4% | -9.4% | +9.8% | +7.6% |
| 30D | -6.0% | -7.8% | +1.7% | -0.5% |
| 3M | -15.8% | -10.8% | -5.0% | -9.1% |
| 6M | +7.0% | +1.0% | +5.9% | +5.1% |
| YTD | -20.7% | +1.8% | -22.4% | -22.6% |
| 1Y | -8.5% | +6.0% | -14.5% | -13.5% |
| 3Y | +101.8% | +24.6% | +77.2% | +65.5% |
| 5Y | -9.6% | +13.1% | -22.7% | -29.2% |
| All | -5.2% | +50.8% | -56.0% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling