-14.9%
DASH vs W
+25.7%
-40.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.2% | -5.1% |
| 7D | -10.6% | -4.2% | -6.4% | -9.9% |
| 30D | +2.2% | -7.6% | +9.7% | +3.6% |
| 3M | +32.3% | +37.2% | -4.9% | +21.8% |
| 6M | +19.1% | +26.3% | -7.2% | +10.1% |
| YTD | -6.5% | -1.0% | -5.5% | -12.4% |
| 1Y | -14.9% | +20.1% | -35.0% | -22.7% |
| All | -14.9% | +25.7% | -40.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling