+174.9%
WMT vs DASH
-0.6%
+175.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -1.6% | -4.8% | +3.2% | -1.4% |
| 30D | +12.9% | -7.9% | +20.8% | +13.2% |
| 3M | +12.6% | -16.3% | +28.9% | +13.3% |
| 6M | -3.4% | +10.4% | -13.8% | -4.1% |
| YTD | +13.5% | -20.1% | +33.6% | +14.3% |
| 1Y | +23.5% | -11.4% | +34.9% | +23.7% |
| 3Y | +137.3% | +114.1% | +23.3% | +128.2% |
| 5Y | +167.9% | -5.8% | +173.7% | +157.7% |
| All | +174.9% | -0.6% | +175.4% | +160.3% |
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