-5.9%
DASH vs WY
-16.5%
+10.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -10.2% | -5.1% | -5.2% | -7.8% |
| 30D | -8.2% | +9.0% | -17.3% | -12.1% |
| 3M | -15.9% | -16.7% | +0.8% | -7.8% |
| 6M | +13.3% | -10.3% | +23.6% | +18.3% |
| YTD | -21.3% | -10.5% | -10.8% | -19.0% |
| 1Y | -11.1% | -5.9% | -5.3% | -11.7% |
| 3Y | +103.8% | -24.7% | +128.5% | +121.2% |
| 5Y | -21.6% | -31.5% | +9.9% | -3.1% |
| All | -5.9% | -16.5% | +10.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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