+7.4%
DASH vs WM
+52.1%
-44.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | +2.2% | -2.4% | +4.5% | +2.9% |
| 3M | +32.3% | +0.4% | +31.8% | +31.7% |
| 6M | +19.1% | -9.5% | +28.6% | +22.4% |
| YTD | -6.5% | +0.5% | -7.0% | -7.3% |
| 1Y | -14.9% | -1.1% | -13.8% | -15.3% |
| 3Y | +151.9% | +46.0% | +105.9% | +112.6% |
| All | +7.4% | +52.1% | -44.7% | -17.5% |
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