+417.4%
WDC vs DASH
-14.9%
+432.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +5.9% |
| 7D | +1.7% | -10.6% | +12.3% | +1.9% |
| 30D | -10.0% | +2.2% | -12.1% | -10.1% |
| 3M | -18.8% | +32.3% | -51.0% | -21.8% |
| 6M | +79.0% | +19.1% | +59.9% | +73.9% |
| YTD | +171.6% | -6.5% | +178.1% | +172.4% |
| 1Y | +417.4% | -14.9% | +432.3% | +435.7% |
| All | +417.4% | -14.9% | +432.3% | +435.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling