-5.1%
DASH vs WAB
+275.6%
-280.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.6% | -3.8% | -6.0% |
| 7D | +0.5% | -2.5% | +3.0% | +2.3% |
| 30D | -7.1% | -4.4% | -2.7% | -4.5% |
| 3M | -13.2% | -5.9% | -7.3% | -10.2% |
| 6M | +8.3% | +5.9% | +2.3% | +2.0% |
| YTD | -20.6% | +30.9% | -51.5% | -36.7% |
| 1Y | -24.4% | +35.8% | -60.2% | -41.5% |
| 3Y | +94.5% | +154.0% | -59.5% | -12.1% |
| 5Y | -9.4% | +203.9% | -213.3% | -64.9% |
| All | -5.1% | +275.6% | -280.6% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling