+134.4%
WMT vs DASH
+16.3%
+118.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.0% |
| 7D | +3.9% | -10.6% | +14.5% | +4.4% |
| 30D | -4.4% | +2.2% | -6.6% | -4.5% |
| 3M | -8.8% | +32.3% | -41.1% | -10.0% |
| 6M | -15.6% | +19.1% | -34.8% | -16.5% |
| YTD | -3.2% | -6.5% | +3.3% | -3.1% |
| 1Y | +7.0% | -14.9% | +21.9% | +7.5% |
| 3Y | +105.3% | +151.9% | -46.6% | +96.1% |
| 5Y | +129.3% | +9.4% | +119.8% | +119.3% |
| All | +134.4% | +16.3% | +118.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling