+584.9%
WDC vs DASH
-7.9%
+592.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.1% | +9.7% |
| 7D | -14.4% | -4.8% | -9.6% | -13.3% |
| 30D | -27.1% | -7.9% | -19.2% | -25.8% |
| 3M | -33.3% | -16.3% | -16.9% | -30.9% |
| 6M | -39.6% | +10.4% | -50.0% | -42.6% |
| YTD | +68.4% | -20.1% | +88.5% | +72.8% |
| 1Y | +78.2% | -11.4% | +89.6% | +77.3% |
| 3Y | +772.0% | +114.1% | +657.9% | +587.5% |
| 5Y | +584.9% | -5.8% | +590.7% | +404.1% |
| All | +584.9% | -7.9% | +592.8% | +404.1% |
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