+602.1%
WDC vs DASH
-30.3%
+632.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | +16.3% | -4.1% | +20.4% | +17.4% |
| 30D | -18.3% | -10.6% | -7.6% | -16.2% |
| 3M | -31.4% | -18.8% | -12.7% | -28.5% |
| 6M | -36.3% | +11.2% | -47.5% | -39.6% |
| YTD | +80.8% | -23.8% | +104.6% | +87.7% |
| 1Y | +87.7% | -12.2% | +99.9% | +86.8% |
| 3Y | +819.4% | +97.3% | +722.1% | +637.9% |
| All | +602.1% | -30.3% | +632.4% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling