+132.0%
WMT vs DASH
+10.1%
+121.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.8% |
| 7D | +0.1% | -11.2% | +11.3% | +0.6% |
| 30D | -5.0% | -7.3% | +2.4% | -4.7% |
| 3M | -11.3% | +31.4% | -42.7% | -12.4% |
| 6M | -13.8% | +11.9% | -25.7% | -14.4% |
| YTD | -4.2% | -11.5% | +7.3% | -3.8% |
| 1Y | +4.6% | -20.0% | +24.6% | +5.3% |
| 3Y | +100.5% | +143.9% | -43.5% | +91.7% |
| 5Y | +129.7% | -0.2% | +129.9% | +120.4% |
| All | +132.0% | +10.1% | +121.8% | +118.9% |
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