+715.1%
WDC vs DASH
-2.1%
+717.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | -3.2% | -10.2% | +7.0% | -0.7% |
| 30D | -19.0% | -8.2% | -10.8% | -17.7% |
| 3M | -28.4% | -15.9% | -12.5% | -26.2% |
| 6M | -39.2% | +13.3% | -52.5% | -42.2% |
| YTD | +82.1% | -21.3% | +103.4% | +86.8% |
| 1Y | +84.7% | -11.1% | +95.8% | +83.7% |
| 3Y | +825.6% | +103.8% | +721.9% | +663.6% |
| 5Y | +608.2% | -21.6% | +629.8% | +497.1% |
| All | +715.1% | -2.1% | +717.2% | +553.4% |
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