-5.9%
DASH vs WSM
+438.2%
-444.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -2.8% | +3.1% | -5.9% | -3.8% |
| 30D | -9.3% | +8.5% | -17.8% | -12.1% |
| 3M | -15.1% | +4.6% | -19.7% | -16.6% |
| 6M | +8.7% | +44.5% | -35.8% | -7.5% |
| YTD | -21.3% | +48.4% | -69.7% | -34.2% |
| 1Y | -12.7% | +36.2% | -48.8% | -24.4% |
| 3Y | +103.8% | +268.8% | -165.0% | -6.5% |
| 5Y | -16.8% | +185.2% | -202.0% | -60.6% |
| All | -5.9% | +438.2% | -444.1% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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