-29.8%
DASH vs WAT
+31.1%
-60.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.5% |
| 7D | -4.1% | +2.0% | -6.1% | -4.8% |
| 30D | -10.6% | +7.7% | -18.3% | -13.2% |
| 3M | -18.8% | +11.1% | -29.8% | -22.2% |
| 6M | +11.2% | +31.2% | -20.0% | -0.5% |
| YTD | -23.8% | +21.7% | -45.5% | -30.6% |
| 1Y | -12.2% | +19.3% | -31.5% | -19.5% |
| 3Y | +97.3% | +80.6% | +16.7% | +27.8% |
| 5Y | -29.8% | +29.5% | -59.4% | -43.9% |
| All | -29.8% | +31.1% | -60.9% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling