+5.8%
DASH vs WPM
+295.1%
-289.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -11.2% | +7.0% | -18.2% | -12.5% |
| 30D | -7.3% | +15.7% | -23.0% | -10.5% |
| 3M | +31.4% | +35.2% | -3.8% | +22.4% |
| 6M | +11.9% | +6.1% | +5.8% | +9.0% |
| YTD | -11.5% | +32.6% | -44.1% | -18.8% |
| 1Y | -20.0% | +46.9% | -66.9% | -28.9% |
| 3Y | +143.9% | +276.3% | -132.4% | +64.5% |
| 5Y | -0.2% | +260.0% | -260.2% | -35.8% |
| All | +5.8% | +295.1% | -289.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WPM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling