-4.5%
DASH vs WWD
+190.9%
-195.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | -1.4% |
| 7D | -4.8% | +4.2% | -9.0% | -6.6% |
| 30D | -7.9% | -0.8% | -7.1% | -7.8% |
| 3M | -16.3% | -8.2% | -8.1% | -13.6% |
| 6M | +10.4% | -9.8% | +20.2% | +13.3% |
| YTD | -20.1% | +10.4% | -30.5% | -27.2% |
| 1Y | -11.4% | +25.5% | -36.9% | -25.1% |
| 3Y | +114.1% | +155.8% | -41.7% | +18.4% |
| 5Y | -5.8% | +187.3% | -193.1% | -53.9% |
| All | -4.5% | +190.9% | -195.4% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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