+95.0%
WFC vs DASH
-2.8%
+97.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +1.0% |
| 7D | +4.5% | +17.2% | -12.7% | +1.9% |
| 30D | +7.4% | +3.6% | +3.8% | +6.6% |
| 3M | -0.5% | -1.9% | +1.3% | -0.6% |
| 6M | +11.7% | +15.1% | -3.4% | +8.5% |
| YTD | -4.6% | -12.3% | +7.7% | -3.9% |
| 1Y | +2.5% | -17.2% | +19.8% | +3.8% |
| 3Y | +123.9% | +114.7% | +9.2% | +96.7% |
| All | +95.0% | -2.8% | +97.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling