+101.8%
DASH vs WWD
+145.1%
-43.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.2% |
| 7D | +0.4% | +4.2% | -3.8% | -0.9% |
| 30D | -6.0% | -2.1% | -3.9% | -5.5% |
| 3M | -15.8% | -13.2% | -2.6% | -12.2% |
| 6M | +7.0% | -16.9% | +23.8% | +11.8% |
| YTD | -20.7% | +5.2% | -25.9% | -25.2% |
| 1Y | -8.5% | +20.6% | -29.1% | -19.3% |
| 3Y | +101.8% | +146.3% | -44.5% | +35.0% |
| All | +101.8% | +145.1% | -43.3% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling