-5.2%
DASH vs WSM
+422.8%
-428.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.6% |
| 7D | +0.4% | +0.5% | -0.2% | +0.5% |
| 30D | -6.0% | +6.0% | -12.0% | -8.0% |
| 3M | -15.8% | +3.2% | -19.0% | -16.8% |
| 6M | +7.0% | +37.1% | -30.1% | -6.9% |
| YTD | -20.7% | +44.2% | -64.9% | -32.8% |
| 1Y | -8.5% | +34.2% | -42.8% | -20.3% |
| 3Y | +101.8% | +249.3% | -147.5% | -4.8% |
| 5Y | -9.6% | +169.3% | -178.9% | -56.3% |
| All | -5.2% | +422.8% | -428.0% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling