-5.9%
DASH vs WWD
+192.0%
-197.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -9.3% | -0.4% | -8.9% | -9.3% |
| 3M | -15.1% | -6.1% | -9.0% | -13.2% |
| 6M | +8.7% | -9.5% | +18.3% | +11.5% |
| YTD | -21.3% | +10.8% | -32.1% | -28.4% |
| 1Y | -12.7% | +23.5% | -36.2% | -25.5% |
| 3Y | +103.8% | +151.3% | -47.5% | +14.0% |
| 5Y | -16.8% | +187.8% | -204.6% | -59.3% |
| All | -5.9% | +192.0% | -197.9% | -51.2% |
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