+7.4%
DASH vs WWD
+198.3%
-190.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.1% |
| 7D | -10.6% | +1.3% | -11.9% | -11.1% |
| 30D | +2.2% | -7.2% | +9.3% | +5.4% |
| 3M | +32.3% | -3.8% | +36.1% | +32.6% |
| 6M | +19.1% | -9.9% | +29.0% | +22.0% |
| YTD | -6.5% | +14.8% | -21.3% | -17.0% |
| 1Y | -14.9% | +42.1% | -57.0% | -34.0% |
| 3Y | +151.9% | +170.8% | -18.9% | +25.8% |
| All | +7.4% | +198.3% | -190.8% | -55.0% |
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 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