+101.8%
DASH vs WST
+19.1%
+82.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +0.4% | -3.1% | +3.5% | +0.7% |
| 30D | -6.0% | +9.1% | -15.1% | -6.7% |
| 3M | -15.8% | +14.7% | -30.4% | -16.7% |
| 6M | +7.0% | +28.0% | -21.0% | +4.7% |
| YTD | -20.7% | +45.6% | -66.3% | -23.3% |
| 1Y | -8.5% | +45.7% | -54.2% | -11.7% |
| 3Y | +101.8% | +21.1% | +80.7% | +78.2% |
| All | +101.8% | +19.1% | +82.7% | +78.2% |
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