+1,115.8%
WDC vs DASH
+16.3%
+1,099.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.6% | +10.5% | +6.9% |
| 7D | +1.7% | -10.6% | +12.3% | +4.2% |
| 30D | -10.0% | +2.2% | -12.1% | -10.7% |
| 3M | -18.8% | +32.3% | -51.0% | -24.5% |
| 6M | +79.0% | +19.1% | +59.9% | +68.7% |
| YTD | +171.6% | -6.5% | +178.1% | +170.0% |
| 1Y | +417.4% | -14.9% | +432.3% | +421.5% |
| 3Y | +1,251.8% | +151.9% | +1,099.8% | +966.4% |
| 5Y | +911.7% | +9.4% | +902.2% | +710.0% |
| All | +1,115.8% | +16.3% | +1,099.5% | +844.1% |
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 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