+12.3%
WFC vs DASH
-14.9%
+27.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.4% |
| 7D | +3.8% | -10.6% | +14.3% | +5.0% |
| 30D | +1.5% | +2.2% | -0.7% | +1.2% |
| 3M | +10.9% | +32.3% | -21.4% | +7.2% |
| 6M | +8.4% | +19.1% | -10.7% | +6.1% |
| YTD | -1.9% | -6.5% | +4.6% | -1.9% |
| 1Y | +12.3% | -14.9% | +27.2% | +12.7% |
| All | +12.3% | -14.9% | +27.3% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling