-5.9%
DASH vs WCC
+355.5%
-361.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -9.9% | +7.2% | -0.1% |
| 30D | -9.3% | -13.4% | +4.1% | -6.1% |
| 3M | -15.1% | -13.5% | -1.6% | -12.6% |
| 6M | +8.7% | -10.6% | +19.3% | +9.3% |
| YTD | -21.3% | +30.1% | -51.4% | -31.9% |
| 1Y | -12.7% | +22.3% | -35.0% | -23.0% |
| 3Y | +103.8% | +130.3% | -26.5% | +30.1% |
| 5Y | -16.8% | +144.5% | -161.3% | -52.2% |
| All | -5.9% | +355.5% | -361.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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