-9.4%
DASH vs WWD
+170.7%
-180.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.0% | -3.4% | -6.6% |
| 7D | +0.5% | -2.6% | +3.1% | +1.7% |
| 30D | -7.1% | -7.7% | +0.7% | -3.6% |
| 3M | -13.2% | -17.7% | +4.5% | -5.3% |
| 6M | +8.3% | -15.9% | +24.2% | +15.0% |
| YTD | -20.6% | +1.8% | -22.3% | -25.7% |
| 1Y | -24.4% | +17.4% | -41.8% | -35.6% |
| 3Y | +94.5% | +137.1% | -42.6% | +0.5% |
| 5Y | -9.4% | +162.4% | -171.8% | -58.4% |
| All | -9.4% | +170.7% | -180.1% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling