-4.5%
DASH vs WPM
+266.6%
-271.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.5% |
| 7D | -4.8% | +20.8% | -25.6% | -8.8% |
| 30D | -7.9% | +3.8% | -11.7% | -8.9% |
| 3M | -16.3% | +7.4% | -23.7% | -18.2% |
| 6M | +10.4% | +4.0% | +6.4% | +7.9% |
| YTD | -20.1% | +23.0% | -43.1% | -25.9% |
| 1Y | -11.4% | +45.9% | -57.4% | -21.4% |
| 3Y | +114.1% | +242.9% | -128.9% | +47.0% |
| 5Y | -5.8% | +259.5% | -265.3% | -38.5% |
| All | -4.5% | +266.6% | -271.2% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling