+596.3%
WDC vs DASH
-1.1%
+597.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -9.4% | -8.0% | -15.4% |
| 7D | -32.3% | +0.5% | -32.8% | -32.4% |
| 30D | -34.9% | -7.1% | -27.8% | -34.0% |
| 3M | -48.4% | -13.2% | -35.2% | -47.3% |
| 6M | -42.4% | +8.3% | -50.7% | -44.8% |
| YTD | +55.5% | -20.6% | +76.1% | +59.3% |
| 1Y | +67.5% | -24.4% | +91.9% | +72.2% |
| 3Y | +727.3% | +94.5% | +632.7% | +588.3% |
| 5Y | +533.3% | -9.4% | +542.8% | +424.7% |
| All | +596.3% | -1.1% | +597.4% | +456.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling