+11.7%
DASH vs WU
-49.5%
+61.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.3% |
| 7D | -10.6% | -0.8% | -9.7% | -10.3% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | +32.3% | -3.9% | +36.1% | +32.1% |
| 6M | +19.1% | -20.7% | +39.8% | +27.3% |
| YTD | -6.5% | -18.4% | +11.8% | -1.4% |
| 1Y | -14.9% | -8.1% | -6.8% | -14.9% |
| 3Y | +151.9% | -24.2% | +176.1% | +163.1% |
| 5Y | +9.4% | -50.4% | +59.9% | +27.1% |
| All | +11.7% | -49.5% | +61.2% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling