-8.5%
DASH vs WCC
+13.7%
-22.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +0.4% | -14.7% | +15.1% | -0.1% |
| 30D | -6.0% | -20.1% | +14.0% | -6.4% |
| 3M | -15.8% | -21.2% | +5.4% | -15.9% |
| 6M | +7.0% | -19.2% | +26.1% | +6.5% |
| YTD | -20.7% | +20.2% | -40.9% | -21.6% |
| 1Y | -8.5% | +14.5% | -23.0% | -10.4% |
| All | -8.5% | +13.7% | -22.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling