-29.8%
DASH vs WY
-32.2%
+2.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.6% |
| 7D | -4.1% | -5.4% | +1.3% | -0.9% |
| 30D | -10.6% | +7.9% | -18.5% | -14.4% |
| 3M | -18.8% | -16.6% | -2.2% | -9.8% |
| 6M | +11.2% | -11.2% | +22.4% | +17.5% |
| YTD | -23.8% | -11.3% | -12.5% | -21.0% |
| 1Y | -12.2% | -5.5% | -6.6% | -13.5% |
| 3Y | +97.3% | -25.4% | +122.7% | +114.1% |
| 5Y | -29.8% | -32.4% | +2.5% | -7.5% |
| All | -29.8% | -32.2% | +2.4% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling