+0.7%
DASH vs WETO
-99.4%
+100.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -1.6% |
| 7D | -12.8% | -38.7% | +25.9% | -12.8% |
| 30D | -6.0% | -51.3% | +45.3% | -6.4% |
| 3M | +26.7% | -97.8% | +124.5% | +32.0% |
| 6M | +11.7% | -94.8% | +106.5% | +13.9% |
| YTD | -12.9% | -97.2% | +84.3% | -9.7% |
| 1Y | -23.1% | -98.9% | +75.8% | -18.8% |
| All | +0.7% | -99.4% | +100.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling