+153.0%
DASH vs WY
-22.5%
+175.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -4.8% |
| 7D | -10.6% | -1.7% | -8.8% | -10.2% |
| 30D | +2.2% | -10.1% | +12.2% | +4.9% |
| 3M | +32.3% | -5.1% | +37.4% | +33.7% |
| 6M | +19.1% | -4.8% | +23.9% | +20.0% |
| YTD | -6.5% | -0.2% | -6.3% | -7.9% |
| 1Y | -14.9% | -6.6% | -8.3% | -14.1% |
| All | +153.0% | -22.5% | +175.6% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling