-20.1%
WBD vs DASH
+30.8%
-50.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +6.7% | -10.5% | +17.2% | +9.6% |
| 30D | +19.3% | -15.5% | +34.8% | +24.3% |
| 3M | +78.9% | -6.8% | +85.7% | +81.3% |
| 6M | +171.9% | +15.9% | +156.1% | +159.7% |
| YTD | +115.3% | +41.9% | +73.4% | +96.8% |
| 1Y | +177.2% | +49.3% | +128.0% | +150.5% |
| 3Y | +118.2% | +361.5% | -243.3% | +52.0% |
| All | -20.1% | +30.8% | -50.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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