+11.7%
DASH vs NWSA
+73.2%
-61.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.3% |
| 7D | -10.6% | -1.9% | -8.7% | -9.3% |
| 30D | +2.2% | +4.6% | -2.4% | -1.1% |
| 3M | +32.3% | +13.2% | +19.0% | +20.6% |
| 6M | +19.1% | +27.0% | -7.9% | -0.1% |
| YTD | -6.5% | +16.8% | -23.3% | -16.9% |
| 1Y | -14.9% | +4.5% | -19.4% | -18.5% |
| 3Y | +151.9% | +46.2% | +105.7% | +85.2% |
| 5Y | +9.4% | +40.9% | -31.5% | -22.4% |
| All | +11.7% | +73.2% | -61.4% | +2.1% |
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