+669.2%
WDC vs DASH
-5.8%
+675.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | +12.1% | -4.5% | +16.6% | +13.2% |
| 30D | -18.8% | -6.8% | -12.0% | -17.8% |
| 3M | -39.3% | -20.7% | -18.6% | -36.7% |
| 6M | -40.1% | +15.1% | -55.2% | -43.3% |
| YTD | +71.8% | -24.3% | +96.1% | +77.8% |
| 1Y | +88.5% | -12.1% | +100.6% | +87.8% |
| 3Y | +770.0% | +91.1% | +678.9% | +627.4% |
| 5Y | +549.0% | -30.3% | +579.3% | +457.0% |
| All | +669.2% | -5.8% | +675.0% | +521.6% |
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