-5.2%
DASH vs WAT
+91.7%
-96.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | +0.4% | -1.1% | +1.5% | +0.8% |
| 30D | -6.0% | +5.0% | -11.0% | -7.8% |
| 3M | -15.8% | +14.5% | -30.2% | -20.1% |
| 6M | +7.0% | +30.9% | -24.0% | -4.0% |
| YTD | -20.7% | +20.5% | -41.1% | -27.4% |
| 1Y | -8.5% | +23.3% | -31.8% | -17.3% |
| 3Y | +101.8% | +81.5% | +20.3% | +34.3% |
| 5Y | -9.6% | +33.4% | -43.0% | -28.4% |
| All | -5.2% | +91.7% | -96.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling