+153.0%
DASH vs WELL
+202.9%
-49.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.6% | -4.2% |
| 7D | -10.6% | -0.8% | -9.8% | -10.4% |
| 30D | +2.2% | -0.1% | +2.2% | +2.2% |
| 3M | +32.3% | +18.0% | +14.2% | +27.2% |
| 6M | +19.1% | +15.0% | +4.1% | +14.6% |
| YTD | -6.5% | +28.6% | -35.1% | -13.9% |
| 1Y | -14.9% | +42.9% | -57.8% | -25.6% |
| All | +153.0% | +202.9% | -49.9% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling