+101.8%
DASH vs WAB
+157.8%
-56.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -0.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -6.0% | +0.4% | -6.5% | -6.0% |
| 3M | -15.8% | -3.8% | -11.9% | -14.7% |
| 6M | +7.0% | +5.1% | +1.9% | +4.3% |
| YTD | -20.7% | +33.3% | -54.0% | -32.1% |
| 1Y | -8.5% | +39.8% | -48.4% | -23.9% |
| 3Y | +101.8% | +161.1% | -59.3% | +26.5% |
| All | +101.8% | +157.8% | -56.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling