-5.9%
DASH vs WAB
+309.3%
-315.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.6% |
| 7D | -2.8% | +4.0% | -6.8% | -5.0% |
| 30D | -9.3% | +6.3% | -15.6% | -12.7% |
| 3M | -15.1% | +3.3% | -18.3% | -17.1% |
| 6M | +8.7% | +14.5% | -5.7% | -2.2% |
| YTD | -21.3% | +42.7% | -64.0% | -40.6% |
| 1Y | -12.7% | +45.2% | -57.9% | -35.1% |
| 3Y | +103.8% | +173.8% | -70.0% | -11.9% |
| 5Y | -16.8% | +223.8% | -240.6% | -69.1% |
| All | -5.9% | +309.3% | -315.3% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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