-29.3%
DASH vs WWD
+187.3%
-216.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -4.5% | +4.0% | -8.5% | -6.3% |
| 30D | -6.8% | +0.4% | -7.2% | -7.2% |
| 3M | -20.7% | -7.9% | -12.8% | -18.0% |
| 6M | +15.1% | -10.6% | +25.7% | +18.8% |
| YTD | -24.3% | +9.4% | -33.7% | -31.7% |
| 1Y | -12.1% | +25.7% | -37.9% | -27.6% |
| 3Y | +91.1% | +148.5% | -57.5% | -3.4% |
| All | -29.3% | +187.3% | -216.6% | -69.3% |
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