-9.5%
DASH vs WELL
+334.3%
-343.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.8% | +5.7% | -12.4% | -8.5% |
| 3M | -20.7% | +4.6% | -25.3% | -21.9% |
| 6M | +15.1% | +11.9% | +3.2% | +10.1% |
| YTD | -24.3% | +33.6% | -57.9% | -32.9% |
| 1Y | -12.1% | +29.8% | -41.9% | -21.4% |
| 3Y | +91.1% | +202.2% | -111.1% | +16.4% |
| 5Y | -30.3% | +223.2% | -253.5% | -60.6% |
| All | -9.5% | +334.3% | -343.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling