+153.0%
DASH vs WST
-15.6%
+168.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.5% |
| 7D | -10.6% | +0.7% | -11.3% | -10.6% |
| 30D | +2.2% | -3.1% | +5.3% | +2.5% |
| 3M | +32.3% | +7.2% | +25.1% | +31.3% |
| 6M | +19.1% | +36.8% | -17.7% | +15.2% |
| YTD | -6.5% | +23.8% | -30.4% | -8.8% |
| 1Y | -14.9% | +37.8% | -52.7% | -17.8% |
| All | +153.0% | -15.6% | +168.7% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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