-4.3%
DASH vs SW
-0.1%
-4.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.3% | +7.6% |
| 7D | +17.2% | +12.1% | +5.1% | +14.8% |
| 30D | +3.6% | +6.6% | -3.0% | +2.4% |
| 3M | -1.9% | -6.0% | +4.1% | -0.8% |
| 6M | +15.1% | +21.5% | -6.4% | +10.9% |
| YTD | -12.3% | +20.3% | -32.6% | -16.0% |
| 1Y | -17.2% | +28.1% | -45.4% | -21.7% |
| 3Y | +114.7% | +51.6% | +63.1% | +92.8% |
| 5Y | -4.3% | -0.1% | -4.1% | -14.9% |
| All | -4.3% | -0.1% | -4.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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