+91.1%
DASH vs WAT
+82.3%
+8.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | -6.8% | +5.4% | -12.2% | -7.6% |
| 3M | -20.7% | +11.3% | -32.0% | -22.1% |
| 6M | +15.1% | +37.4% | -22.4% | +9.0% |
| YTD | -24.3% | +21.2% | -45.4% | -27.3% |
| 1Y | -12.1% | +21.3% | -33.5% | -15.7% |
| 3Y | +91.1% | +83.4% | +7.7% | +64.7% |
| All | +91.1% | +82.3% | +8.7% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling