-12.2%
DASH vs WCC
+27.1%
-39.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.1% | +14.2% | -18.3% | -4.1% |
| 30D | -10.6% | -9.8% | -0.8% | -10.9% |
| 3M | -18.8% | -10.1% | -8.7% | -18.9% |
| 6M | +11.2% | -9.4% | +20.6% | +10.8% |
| YTD | -23.8% | +34.4% | -58.2% | -25.5% |
| 1Y | -12.2% | +23.3% | -35.5% | -14.3% |
| All | -12.2% | +27.1% | -39.3% | -14.3% |
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