+7.4%
DASH vs WAB
+222.7%
-215.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.1% |
| 7D | -10.6% | -3.2% | -7.4% | -8.7% |
| 30D | +2.2% | -4.4% | +6.6% | +5.0% |
| 3M | +32.3% | +7.9% | +24.4% | +23.6% |
| 6M | +19.1% | +8.7% | +10.4% | +9.0% |
| YTD | -6.5% | +33.0% | -39.5% | -27.2% |
| 1Y | -14.9% | +46.7% | -61.5% | -38.9% |
| 3Y | +151.9% | +153.0% | -1.1% | +5.1% |
| All | +7.4% | +222.7% | -215.3% | -64.4% |
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