-5.2%
DASH vs WY
-15.2%
+10.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.4% |
| 7D | +0.4% | +3.1% | -2.7% | -1.0% |
| 30D | -6.0% | +13.0% | -19.0% | -11.6% |
| 3M | -15.8% | -16.8% | +1.1% | -7.6% |
| 6M | +7.0% | -11.2% | +18.1% | +12.4% |
| YTD | -20.7% | -9.1% | -11.6% | -19.0% |
| 1Y | -8.5% | -4.8% | -3.8% | -9.6% |
| 3Y | +101.8% | -25.3% | +127.1% | +121.3% |
| 5Y | -9.6% | -33.2% | +23.6% | +11.5% |
| All | -5.2% | -15.2% | +10.0% | +25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling