+652.4%
WDC vs DASH
-2.1%
+654.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -16.7% | -2.8% | -14.0% | -16.1% |
| 30D | -27.2% | -9.3% | -17.9% | -25.8% |
| 3M | -34.0% | -15.1% | -18.9% | -32.1% |
| 6M | -39.7% | +8.7% | -48.5% | -42.1% |
| YTD | +68.1% | -21.3% | +89.3% | +72.5% |
| 1Y | +66.3% | -12.7% | +79.0% | +66.2% |
| 3Y | +754.4% | +103.8% | +650.6% | +604.9% |
| 5Y | +595.8% | -16.8% | +612.6% | +482.8% |
| All | +652.4% | -2.1% | +654.5% | +503.1% |
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 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