-5.1%
DASH vs WELL
+334.5%
-339.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -9.0% |
| 7D | +0.5% | +5.3% | -4.7% | -1.1% |
| 30D | -7.1% | +8.7% | -15.8% | -9.7% |
| 3M | -13.2% | +3.8% | -17.0% | -14.4% |
| 6M | +8.3% | +15.4% | -7.1% | +2.3% |
| YTD | -20.6% | +33.7% | -54.2% | -29.7% |
| 1Y | -24.4% | +33.6% | -58.0% | -33.2% |
| 3Y | +94.5% | +194.2% | -99.7% | +19.9% |
| 5Y | -9.4% | +227.0% | -236.5% | -48.8% |
| All | -5.1% | +334.5% | -339.6% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling