+7.4%
DASH vs WAT
-3.2%
+10.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.2% |
| 7D | -10.6% | -1.3% | -9.3% | -10.1% |
| 30D | +2.2% | +2.3% | -0.2% | +1.2% |
| 3M | +32.3% | +8.7% | +23.5% | +27.7% |
| 6M | +19.1% | +28.3% | -9.2% | +7.0% |
| YTD | -6.5% | +7.8% | -14.3% | -10.6% |
| 1Y | -14.9% | +36.6% | -51.5% | -27.1% |
| 3Y | +151.9% | +45.7% | +106.3% | +84.9% |
| All | +7.4% | -3.2% | +10.7% | -8.4% |
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