-14.9%
DASH vs WTW
+3.0%
-17.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.9% |
| 7D | -10.6% | -2.6% | -7.9% | -9.7% |
| 30D | +2.2% | -1.0% | +3.1% | +2.5% |
| 3M | +32.3% | +29.9% | +2.4% | +21.6% |
| 6M | +19.1% | +10.7% | +8.4% | +13.3% |
| YTD | -6.5% | +2.6% | -9.1% | -10.7% |
| 1Y | -14.9% | +2.8% | -17.6% | -18.2% |
| All | -14.9% | +3.0% | -17.9% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling