-9.5%
DASH vs WWD
+188.2%
-197.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -4.5% | +4.0% | -8.5% | -6.2% |
| 30D | -6.8% | +0.4% | -7.2% | -7.2% |
| 3M | -20.7% | -7.9% | -12.8% | -18.2% |
| 6M | +15.1% | -10.6% | +25.7% | +18.6% |
| YTD | -24.3% | +9.4% | -33.7% | -30.7% |
| 1Y | -12.1% | +25.7% | -37.9% | -25.8% |
| 3Y | +91.1% | +148.5% | -57.5% | +7.3% |
| 5Y | -30.3% | +189.5% | -219.8% | -65.8% |
| All | -9.5% | +188.2% | -197.7% | -52.8% |
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