-4.5%
DASH vs WCC
+355.1%
-359.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | -1.7% |
| 7D | -4.8% | -5.7% | +0.9% | -3.7% |
| 30D | -7.9% | -13.5% | +5.6% | -4.6% |
| 3M | -16.3% | -12.9% | -3.5% | -14.1% |
| 6M | +10.4% | -10.7% | +21.1% | +11.0% |
| YTD | -20.1% | +30.0% | -50.1% | -30.8% |
| 1Y | -11.4% | +24.7% | -36.1% | -22.5% |
| 3Y | +114.1% | +136.6% | -22.5% | +35.2% |
| 5Y | -5.8% | +143.9% | -149.7% | -45.8% |
| All | -4.5% | +355.1% | -359.7% | -44.7% |
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