-1.3%
WBD vs DASH
+10.1%
-11.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | +0.8% |
| 7D | -0.7% | -11.2% | +10.5% | +2.0% |
| 30D | +5.0% | -7.3% | +12.3% | +6.7% |
| 3M | +6.2% | +31.4% | -25.2% | -1.1% |
| 6M | +0.6% | +11.9% | -11.3% | -3.4% |
| YTD | -2.4% | -11.5% | +9.1% | -1.3% |
| 1Y | +127.7% | -20.0% | +147.7% | +133.9% |
| 3Y | +148.4% | +143.9% | +4.5% | +94.5% |
| 5Y | +4.2% | -0.2% | +4.5% | -20.2% |
| All | -1.3% | +10.1% | -11.5% | -25.2% |
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