+1,256.8%
WDC vs DASH
+152.1%
+1,104.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +7.0% |
| 7D | +1.7% | -10.6% | +12.3% | +4.6% |
| 30D | -10.0% | +2.2% | -12.1% | -10.8% |
| 3M | -18.8% | +32.3% | -51.0% | -26.2% |
| 6M | +79.0% | +19.1% | +59.9% | +65.8% |
| YTD | +171.6% | -6.5% | +178.1% | +172.7% |
| 1Y | +417.4% | -14.9% | +432.3% | +430.5% |
| All | +1,256.8% | +152.1% | +1,104.7% | +908.6% |
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 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