+11.7%
DASH vs WTW
+70.9%
-59.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.6% |
| 7D | -10.6% | -2.6% | -7.9% | -9.4% |
| 30D | +2.2% | -1.0% | +3.1% | +2.6% |
| 3M | +32.3% | +29.9% | +2.4% | +16.6% |
| 6M | +19.1% | +10.7% | +8.4% | +12.8% |
| YTD | -6.5% | +2.6% | -9.1% | -8.9% |
| 1Y | -14.9% | +2.8% | -17.6% | -17.4% |
| 3Y | +151.9% | +67.3% | +84.7% | +82.8% |
| 5Y | +9.4% | +56.6% | -47.2% | -19.5% |
| All | +11.7% | +70.9% | -59.2% | -14.2% |
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 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