-9.4%
DASH vs WM
+62.1%
-71.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.2% | -10.6% | -9.7% |
| 7D | +0.5% | +4.5% | -4.0% | -0.8% |
| 30D | -7.1% | +16.1% | -23.1% | -11.1% |
| 3M | -13.2% | +8.0% | -21.2% | -15.2% |
| 6M | +8.3% | +8.4% | -0.1% | +5.3% |
| YTD | -20.6% | +11.2% | -31.8% | -23.5% |
| 1Y | -24.4% | +22.3% | -46.7% | -29.5% |
| 3Y | +94.5% | +50.2% | +44.3% | +65.0% |
| 5Y | -9.4% | +63.3% | -72.7% | -30.7% |
| All | -9.4% | +62.1% | -71.5% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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