+3.1%
DASH vs WETO
-99.4%
+102.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | -4.6% | -4.3% | -0.3% | -4.6% |
| 30D | -5.0% | -39.9% | +34.9% | -5.4% |
| 3M | +30.6% | -97.9% | +128.5% | +36.2% |
| 6M | +19.2% | -95.0% | +114.2% | +21.8% |
| YTD | -10.8% | -97.2% | +86.3% | -7.5% |
| 1Y | -22.4% | -98.9% | +76.5% | -18.0% |
| All | +3.1% | -99.4% | +102.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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