+586.3%
WDC vs DASH
-1.3%
+587.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -28.0% | +0.4% | -28.3% | -28.0% |
| 30D | -34.9% | -6.0% | -28.9% | -34.2% |
| 3M | -41.6% | -15.8% | -25.8% | -39.8% |
| 6M | -45.4% | +7.0% | -52.3% | -47.4% |
| YTD | +53.3% | -20.7% | +74.0% | +57.0% |
| 1Y | +61.5% | -8.5% | +70.1% | +59.6% |
| 3Y | +712.3% | +101.8% | +610.6% | +571.1% |
| 5Y | +524.2% | -9.6% | +533.8% | +417.3% |
| All | +586.3% | -1.3% | +587.6% | +449.1% |
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