-29.3%
DASH vs WAB
+214.2%
-243.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -4.5% | +5.1% | -9.6% | -7.6% |
| 30D | -6.8% | +4.0% | -10.8% | -9.2% |
| 3M | -20.7% | +0.1% | -20.8% | -21.1% |
| 6M | +15.1% | +12.8% | +2.3% | +3.7% |
| YTD | -24.3% | +40.1% | -64.3% | -43.5% |
| 1Y | -12.1% | +46.4% | -58.5% | -37.0% |
| 3Y | +91.1% | +167.4% | -76.3% | -26.0% |
| All | -29.3% | +214.2% | -243.5% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling