-17.2%
DASH vs W
+21.5%
-38.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.0% | -2.7% | +5.6% |
| 7D | +17.2% | +8.4% | +8.8% | +14.8% |
| 30D | +3.6% | +16.5% | -13.0% | -0.3% |
| 3M | -1.9% | +6.4% | -8.3% | -3.9% |
| 6M | +15.1% | +90.5% | -75.5% | -4.5% |
| YTD | -12.3% | +23.1% | -35.4% | -23.0% |
| 1Y | -17.2% | +24.3% | -41.5% | -27.6% |
| All | -17.2% | +21.5% | -38.7% | -27.6% |
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