-11.1%
DASH vs WAT
+23.9%
-35.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -10.2% | +0.7% | -10.9% | -10.3% |
| 30D | -8.2% | +9.0% | -17.2% | -9.3% |
| 3M | -15.9% | +13.5% | -29.4% | -17.5% |
| 6M | +13.3% | +35.3% | -22.0% | +7.9% |
| YTD | -21.3% | +24.0% | -45.3% | -25.8% |
| 1Y | -11.1% | +22.0% | -33.1% | -16.5% |
| All | -11.1% | +23.9% | -35.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling