+5.8%
DASH vs WTW
+66.1%
-60.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.0% |
| 7D | -11.2% | -2.7% | -8.4% | -9.9% |
| 30D | -7.3% | -5.6% | -1.7% | -4.7% |
| 3M | +31.4% | +26.5% | +4.9% | +17.5% |
| 6M | +11.9% | +8.1% | +3.7% | +7.2% |
| YTD | -11.5% | -0.3% | -11.2% | -12.6% |
| 1Y | -20.0% | -0.9% | -19.2% | -21.0% |
| 3Y | +143.9% | +66.6% | +77.3% | +76.7% |
| 5Y | -0.2% | +54.0% | -54.2% | -25.6% |
| All | +5.8% | +66.1% | -60.3% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling