-5.8%
DASH vs WAT
+35.9%
-41.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.8% |
| 7D | -4.8% | +6.0% | -10.8% | -6.8% |
| 30D | -7.9% | +9.9% | -17.8% | -11.2% |
| 3M | -16.3% | +17.2% | -33.5% | -21.5% |
| 6M | +10.4% | +34.2% | -23.8% | -2.1% |
| YTD | -20.1% | +25.5% | -45.6% | -28.1% |
| 1Y | -11.4% | +28.3% | -39.7% | -21.3% |
| 3Y | +114.1% | +88.4% | +25.7% | +35.4% |
| 5Y | -5.8% | +36.1% | -41.9% | -24.6% |
| All | -5.8% | +35.9% | -41.7% | -24.6% |
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