+7.4%
DASH vs WST
-25.7%
+33.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | -3.1% | +5.3% | +3.2% |
| 3M | +32.3% | +7.2% | +25.1% | +29.1% |
| 6M | +19.1% | +36.8% | -17.7% | +6.8% |
| YTD | -6.5% | +23.8% | -30.4% | -13.7% |
| 1Y | -14.9% | +37.8% | -52.7% | -24.7% |
| 3Y | +151.9% | -15.9% | +167.8% | +149.8% |
| All | +7.4% | -25.7% | +33.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling