-5.2%
DASH vs W
-54.2%
+49.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +0.4% | -3.6% | +4.0% | +1.7% |
| 30D | -6.0% | +7.0% | -13.0% | -7.9% |
| 3M | -15.8% | +7.4% | -23.1% | -17.9% |
| 6M | +7.0% | +69.3% | -62.3% | -12.3% |
| YTD | -20.7% | +11.3% | -32.0% | -26.9% |
| 1Y | -8.5% | +13.2% | -21.8% | -17.1% |
| 3Y | +101.8% | +142.0% | -40.2% | +18.3% |
| 5Y | -9.6% | -54.6% | +45.0% | -20.0% |
| All | -5.2% | -54.2% | +49.1% | -14.6% |
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 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