+7.4%
DASH vs W
-63.2%
+70.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.2% | -5.4% |
| 7D | -10.6% | -4.2% | -6.4% | -9.5% |
| 30D | +2.2% | -7.6% | +9.7% | +4.4% |
| 3M | +32.3% | +37.2% | -4.9% | +16.5% |
| 6M | +19.1% | +26.3% | -7.2% | +6.5% |
| YTD | -6.5% | -1.0% | -5.5% | -10.7% |
| 1Y | -14.9% | +20.1% | -35.0% | -25.7% |
| 3Y | +151.9% | +37.8% | +114.1% | +80.3% |
| All | +7.4% | -63.2% | +70.6% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling