+712.3%
WDC vs DASH
+94.3%
+618.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -28.0% | +0.4% | -28.3% | -27.9% |
| 30D | -34.9% | -6.0% | -28.9% | -33.9% |
| 3M | -41.6% | -15.8% | -25.8% | -39.4% |
| 6M | -45.4% | +7.0% | -52.3% | -48.3% |
| YTD | +53.3% | -20.7% | +74.0% | +60.3% |
| 1Y | +61.5% | -8.5% | +70.1% | +58.5% |
| 3Y | +712.3% | +101.8% | +610.6% | +506.9% |
| All | +712.3% | +94.3% | +618.1% | +506.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling