-9.4%
DASH vs W
-55.2%
+45.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.2% | -1.2% | -6.8% |
| 7D | +0.5% | -5.6% | +6.1% | +2.5% |
| 30D | -7.1% | +7.5% | -14.6% | -9.0% |
| 3M | -13.2% | +5.4% | -18.6% | -14.9% |
| 6M | +8.3% | +79.4% | -71.1% | -12.9% |
| YTD | -20.6% | +12.9% | -33.5% | -27.2% |
| 1Y | -24.4% | +12.4% | -36.8% | -31.3% |
| 3Y | +94.5% | +128.5% | -34.0% | +15.7% |
| 5Y | -9.4% | -54.0% | +44.5% | -14.4% |
| All | -9.4% | -55.2% | +45.7% | -14.4% |
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