+94.0%
WFC vs DASH
-7.9%
+101.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | +2.9% | -7.9% | +10.8% | +4.0% |
| 3M | -1.4% | -16.3% | +14.9% | +0.9% |
| 6M | +14.3% | +10.4% | +4.0% | +11.7% |
| YTD | -6.2% | -20.1% | +13.9% | -4.1% |
| 1Y | +1.6% | -11.4% | +13.0% | +2.0% |
| 3Y | +126.9% | +114.1% | +12.8% | +99.8% |
| 5Y | +94.0% | -5.8% | +99.7% | +66.0% |
| All | +94.0% | -7.9% | +101.8% | +66.0% |
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