-5.9%
DASH vs W
-53.9%
+48.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.3% |
| 7D | -2.8% | +1.1% | -3.8% | -3.0% |
| 30D | -9.3% | +6.4% | -15.7% | -11.0% |
| 3M | -15.1% | +9.0% | -24.0% | -17.6% |
| 6M | +8.7% | +69.8% | -61.1% | -10.9% |
| YTD | -21.3% | +12.1% | -33.4% | -27.7% |
| 1Y | -12.7% | 0.0% | -12.7% | -17.6% |
| 3Y | +103.8% | +160.3% | -56.6% | +16.2% |
| 5Y | -16.8% | -53.3% | +36.5% | -26.9% |
| All | -5.9% | -53.9% | +48.0% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling