+11.7%
DASH vs WSM
+366.5%
-354.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.5% |
| 7D | -10.6% | -3.3% | -7.3% | -9.3% |
| 30D | +2.2% | -8.4% | +10.5% | +5.9% |
| 3M | +32.3% | +9.7% | +22.6% | +26.7% |
| 6M | +19.1% | +16.7% | +2.4% | +10.6% |
| YTD | -6.5% | +28.7% | -35.2% | -17.1% |
| 1Y | -14.9% | +13.7% | -28.6% | -20.6% |
| 3Y | +151.9% | +230.1% | -78.2% | +19.7% |
| 5Y | +9.4% | +179.0% | -169.5% | -47.0% |
| All | +11.7% | +366.5% | -354.8% | -57.7% |
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