-5.9%
DASH vs WELL
+339.4%
-345.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -10.2% | +0.1% | -10.3% | -10.2% |
| 30D | -8.2% | +7.8% | -16.0% | -10.5% |
| 3M | -15.9% | +10.2% | -26.1% | -18.7% |
| 6M | +13.3% | +16.4% | -3.1% | +6.8% |
| YTD | -21.3% | +35.2% | -56.5% | -30.6% |
| 1Y | -11.1% | +30.5% | -41.6% | -20.6% |
| 3Y | +103.8% | +206.1% | -102.3% | +23.6% |
| 5Y | -21.6% | +228.3% | -249.9% | -55.9% |
| All | -5.9% | +339.4% | -345.4% | -44.9% |
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