-9.5%
DASH vs WU
-50.9%
+41.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -4.5% | -2.0% | -2.5% | -3.9% |
| 30D | -6.8% | +11.4% | -18.2% | -10.3% |
| 3M | -20.7% | -6.8% | -13.9% | -19.1% |
| 6M | +15.1% | -14.6% | +29.7% | +19.4% |
| YTD | -24.3% | -20.6% | -3.6% | -19.7% |
| 1Y | -12.1% | -15.4% | +3.2% | -9.0% |
| 3Y | +91.1% | -23.6% | +114.7% | +98.1% |
| 5Y | -30.3% | -43.4% | +13.1% | -18.0% |
| All | -9.5% | -50.9% | +41.4% | +9.9% |
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