+4.8%
DASH vs WM
+122.8%
-118.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.9% |
| 7D | +17.2% | +5.9% | +11.2% | +15.6% |
| 30D | +3.6% | +15.4% | -11.8% | 0.0% |
| 3M | -1.9% | +6.3% | -8.2% | -3.4% |
| 6M | +15.1% | +5.6% | +9.5% | +13.3% |
| YTD | -12.3% | +9.9% | -22.2% | -14.7% |
| 1Y | -17.2% | +20.8% | -38.1% | -21.5% |
| 3Y | +114.7% | +48.5% | +66.2% | +91.2% |
| 5Y | -4.3% | +60.6% | -64.8% | -17.9% |
| All | +4.8% | +122.8% | -118.0% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling