+8.1%
DASH vs WETO
-99.4%
+107.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -20.8% | +16.2% | -4.6% |
| 7D | -10.6% | -55.4% | +44.9% | -10.6% |
| 30D | +2.2% | -48.5% | +50.6% | +1.7% |
| 3M | +32.3% | -97.5% | +129.8% | +37.6% |
| 6M | +19.1% | -94.2% | +113.3% | +21.3% |
| YTD | -6.5% | -97.0% | +90.5% | -3.1% |
| 1Y | -14.9% | -98.9% | +84.0% | -10.1% |
| All | +8.1% | -99.4% | +107.5% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling