+11.7%
DASH vs WELL
+318.1%
-306.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.6% | -3.9% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | +2.2% | -0.1% | +2.2% | +2.1% |
| 3M | +32.3% | +18.0% | +14.2% | +24.4% |
| 6M | +19.1% | +15.0% | +4.1% | +12.4% |
| YTD | -6.5% | +28.6% | -35.1% | -16.1% |
| 1Y | -14.9% | +42.9% | -57.8% | -27.4% |
| 3Y | +151.9% | +203.0% | -51.1% | +53.0% |
| 5Y | +9.4% | +206.9% | -197.4% | -37.2% |
| All | +11.7% | +318.1% | -306.4% | -33.3% |
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