-12.4%
DASH vs WETO
-99.9%
+87.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -4.5% | -39.7% | +35.2% | -4.4% |
| 30D | -6.8% | -26.7% | +19.9% | -6.7% |
| 3M | -20.7% | -83.1% | +62.4% | -21.1% |
| 6M | +15.1% | -98.8% | +113.9% | +18.3% |
| YTD | -24.3% | -99.3% | +75.0% | -21.4% |
| 1Y | -12.1% | -99.4% | +87.3% | -8.5% |
| All | -12.4% | -99.9% | +87.4% | -9.0% |
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