-5.2%
DASH vs WU
-49.9%
+44.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | +0.4% | +11.7% | -11.3% | -3.5% |
| 30D | -6.0% | +12.6% | -18.7% | -9.9% |
| 3M | -15.8% | -0.5% | -15.3% | -15.9% |
| 6M | +7.0% | -18.2% | +25.2% | +12.9% |
| YTD | -20.7% | -19.0% | -1.7% | -16.4% |
| 1Y | -8.5% | -16.7% | +8.1% | -4.7% |
| 3Y | +101.8% | -21.0% | +122.8% | +106.7% |
| 5Y | -9.6% | -41.7% | +32.1% | +5.5% |
| All | -5.2% | -49.9% | +44.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling