+98.6%
DASH vs WSM
+271.7%
-173.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -10.2% | -3.0% | -7.3% | -9.5% |
| 30D | -8.2% | +10.1% | -18.3% | -10.2% |
| 3M | -15.9% | +4.9% | -20.8% | -16.8% |
| 6M | +13.3% | +49.8% | -36.5% | +2.9% |
| YTD | -21.3% | +48.7% | -70.0% | -28.4% |
| 1Y | -11.1% | +38.7% | -49.9% | -18.0% |
| All | +98.6% | +271.7% | -173.1% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling