+132.0%
WMT vs DASH
+105.6%
+26.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.7% | -10.2% | +7.5% | -2.1% |
| 30D | +11.1% | -8.2% | +19.4% | +11.5% |
| 3M | +11.2% | -15.9% | +27.1% | +12.0% |
| 6M | -1.3% | +13.3% | -14.6% | -2.2% |
| YTD | +13.5% | -21.3% | +34.8% | +15.8% |
| 1Y | +22.5% | -11.1% | +33.7% | +23.2% |
| All | +132.0% | +105.6% | +26.4% | +124.8% |
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