-20.0%
DASH vs WSM
+14.1%
-34.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -11.2% | +2.6% | -13.7% | -12.0% |
| 30D | -7.3% | -9.5% | +2.2% | -3.9% |
| 3M | +31.4% | +12.9% | +18.6% | +25.3% |
| 6M | +11.9% | +23.0% | -11.2% | +3.1% |
| YTD | -11.5% | +28.9% | -40.4% | -19.5% |
| 1Y | -20.0% | +13.7% | -33.7% | -25.6% |
| All | -20.0% | +14.1% | -34.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling