+116.4%
WFC vs DASH
+94.3%
+22.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +4.6% | -6.0% | +10.6% | +5.6% |
| 3M | -3.6% | -15.8% | +12.1% | -0.8% |
| 6M | +5.6% | +7.0% | -1.4% | +3.1% |
| YTD | -8.5% | -20.7% | +12.2% | -5.1% |
| 1Y | -0.3% | -8.5% | +8.2% | -0.4% |
| 3Y | +116.4% | +101.8% | +14.7% | +85.1% |
| All | +116.4% | +94.3% | +22.2% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling