+238.7%
WFC vs DASH
-2.1%
+240.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.9% | -2.8% | +3.6% | +1.2% |
| 30D | +3.3% | -9.3% | +12.5% | +4.4% |
| 3M | -1.4% | -15.1% | +13.6% | +0.3% |
| 6M | +14.7% | +8.7% | +6.0% | +12.8% |
| YTD | -5.9% | -21.3% | +15.4% | -4.1% |
| 1Y | +1.8% | -12.7% | +14.5% | +2.4% |
| 3Y | +124.9% | +103.8% | +21.1% | +105.2% |
| 5Y | +92.7% | -16.8% | +109.5% | +72.3% |
| All | +238.7% | -2.1% | +240.8% | +207.1% |
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 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