+11.7%
DASH vs W
-59.3%
+71.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.6% |
| 6M | +19.1% | +26.3% | -7.2% | +6.5% |
| YTD | -6.5% | -1.0% | -5.5% | -10.6% |
| 1Y | -14.9% | +20.1% | -35.0% | -25.6% |
| 3Y | +151.9% | +37.8% | +114.1% | +80.9% |
| 5Y | +9.4% | -63.7% | +73.1% | +3.3% |
| All | +11.7% | -59.3% | +71.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling