-5.1%
DASH vs WAT
+89.8%
-94.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -8.3% |
| 7D | +0.5% | -5.6% | +6.1% | +2.6% |
| 30D | -7.1% | +3.8% | -10.9% | -8.5% |
| 3M | -13.2% | +13.3% | -26.5% | -17.4% |
| 6M | +8.3% | +32.2% | -23.9% | -3.2% |
| YTD | -20.6% | +19.3% | -39.8% | -27.0% |
| 1Y | -24.4% | +21.8% | -46.2% | -31.3% |
| 3Y | +94.5% | +73.9% | +20.6% | +32.9% |
| 5Y | -9.4% | +32.1% | -41.5% | -28.0% |
| All | -5.1% | +89.8% | -94.8% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling