-5.8%
DASH vs WAB
+216.2%
-222.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -2.6% |
| 7D | -4.8% | +4.0% | -8.8% | -7.1% |
| 30D | -7.9% | +4.5% | -12.4% | -10.5% |
| 3M | -16.3% | +2.3% | -18.6% | -17.9% |
| 6M | +10.4% | +12.5% | -2.1% | -0.3% |
| YTD | -20.1% | +40.2% | -60.3% | -40.5% |
| 1Y | -11.4% | +45.2% | -56.6% | -36.1% |
| 3Y | +114.1% | +171.8% | -57.7% | -18.4% |
| 5Y | -5.8% | +217.6% | -223.4% | -69.9% |
| All | -5.8% | +216.2% | -222.0% | -69.9% |
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 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