-4.5%
DASH vs WSM
+438.5%
-443.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.6% |
| 7D | -4.8% | +0.9% | -5.7% | -4.9% |
| 30D | -7.9% | +8.6% | -16.5% | -10.8% |
| 3M | -16.3% | +4.2% | -20.6% | -17.7% |
| 6M | +10.4% | +44.6% | -34.2% | -6.1% |
| YTD | -20.1% | +48.5% | -68.6% | -33.2% |
| 1Y | -11.4% | +34.7% | -46.1% | -22.9% |
| 3Y | +114.1% | +271.0% | -157.0% | -2.1% |
| 5Y | -5.8% | +180.9% | -186.7% | -55.3% |
| All | -4.5% | +438.5% | -443.0% | -65.9% |
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