+153.0%
DASH vs WAT
+46.1%
+106.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.4% |
| 7D | -10.6% | -1.3% | -9.3% | -10.3% |
| 30D | +2.2% | +2.3% | -0.2% | +1.7% |
| 3M | +32.3% | +8.7% | +23.5% | +30.0% |
| 6M | +19.1% | +28.3% | -9.2% | +13.2% |
| YTD | -6.5% | +7.8% | -14.3% | -8.6% |
| 1Y | -14.9% | +36.6% | -51.5% | -20.9% |
| All | +153.0% | +46.1% | +106.9% | +108.5% |
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 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