-4.5%
DASH vs WTW
+67.5%
-72.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -4.8% | +0.5% | -5.3% | -4.9% |
| 30D | -7.9% | +10.4% | -18.3% | -12.1% |
| 3M | -16.3% | -4.8% | -11.5% | -14.4% |
| 6M | +10.4% | +28.5% | -18.1% | -2.1% |
| YTD | -20.1% | +0.5% | -20.6% | -21.4% |
| 1Y | -11.4% | +1.6% | -13.0% | -13.4% |
| 3Y | +114.1% | +42.5% | +71.5% | +71.3% |
| 5Y | -5.8% | +49.8% | -55.6% | -30.0% |
| All | -4.5% | +67.5% | -72.0% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling