+178.4%
WMT vs DASH
-30.7%
+209.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +2.0% | -4.5% | +6.6% | +2.3% |
| 30D | +10.3% | -6.8% | +17.1% | +10.6% |
| 3M | +11.0% | -20.7% | +31.6% | +12.1% |
| 6M | -2.3% | +15.1% | -17.4% | -3.3% |
| YTD | +15.7% | -24.3% | +40.0% | +17.1% |
| 1Y | +26.0% | -12.1% | +38.1% | +26.1% |
| 3Y | +136.5% | +91.1% | +45.4% | +126.8% |
| All | +178.4% | -30.7% | +209.2% | +164.4% |
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