+1.0%
WBD vs DASH
+8.6%
-7.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.9% |
| 7D | -1.8% | -10.6% | +8.8% | +1.4% |
| 30D | +8.8% | +2.2% | +6.6% | +8.0% |
| 3M | +4.6% | +32.3% | -27.6% | -4.6% |
| 6M | +1.1% | +19.1% | -18.0% | -5.8% |
| YTD | -2.0% | -6.5% | +4.5% | -2.0% |
| 1Y | +140.0% | -14.9% | +154.9% | +144.0% |
| 3Y | +144.4% | +151.9% | -7.6% | +72.6% |
| All | +1.0% | +8.6% | -7.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling