+238.7%
WFC vs DASH
-5.2%
+243.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.3% |
| 30D | +6.8% | -10.6% | +17.5% | +8.2% |
| 3M | -3.0% | -18.8% | +15.8% | -0.7% |
| 6M | +15.4% | +11.2% | +4.2% | +13.2% |
| YTD | -5.9% | -23.8% | +17.9% | -3.7% |
| 1Y | +1.7% | -12.2% | +13.8% | +2.1% |
| 3Y | +124.9% | +97.3% | +27.6% | +106.0% |
| 5Y | +90.5% | -29.8% | +120.3% | +71.4% |
| All | +238.7% | -5.2% | +243.9% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling