+7.4%
DASH vs SW
-2.3%
+9.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -4.9% |
| 7D | -10.6% | -5.1% | -5.5% | -9.7% |
| 30D | +2.2% | -4.6% | +6.7% | +3.0% |
| 3M | +32.3% | +9.4% | +22.9% | +29.9% |
| 6M | +19.1% | +3.5% | +15.6% | +17.7% |
| YTD | -6.5% | +22.0% | -28.5% | -10.7% |
| 1Y | -14.9% | +2.2% | -17.1% | -16.4% |
| 3Y | +151.9% | +19.6% | +132.3% | +135.1% |
| All | +7.4% | -2.3% | +9.7% | -1.0% |
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