+7.4%
DASH vs WY
-21.8%
+29.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -5.1% |
| 7D | -10.6% | -1.7% | -8.8% | -9.7% |
| 30D | +2.2% | -10.1% | +12.2% | +8.4% |
| 3M | +32.3% | -5.1% | +37.4% | +35.2% |
| 6M | +19.1% | -4.8% | +23.9% | +20.8% |
| YTD | -6.5% | -0.2% | -6.3% | -9.4% |
| 1Y | -14.9% | -6.6% | -8.3% | -14.4% |
| 3Y | +151.9% | -22.7% | +174.7% | +178.8% |
| All | +7.4% | -21.8% | +29.2% | +32.0% |
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