+153.0%
DASH vs WU
-23.6%
+176.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.4% |
| 7D | -10.6% | -0.8% | -9.7% | -10.4% |
| 30D | +2.2% | -1.1% | +3.3% | +2.4% |
| 3M | +32.3% | -3.9% | +36.1% | +32.2% |
| 6M | +19.1% | -20.7% | +39.8% | +24.1% |
| YTD | -6.5% | -18.4% | +11.8% | -3.3% |
| 1Y | -14.9% | -8.1% | -6.8% | -14.6% |
| All | +153.0% | -23.6% | +176.6% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling