-6.8%
DASH vs WCC
+112.3%
-119.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.6% | +0.1% | -6.2% |
| 7D | +0.5% | -21.9% | +22.4% | +8.5% |
| 30D | -7.1% | -25.4% | +18.3% | +1.7% |
| 3M | -13.2% | -23.1% | +9.9% | -6.7% |
| 6M | +8.3% | -18.1% | +26.3% | +12.0% |
| YTD | -20.6% | +17.7% | -38.2% | -30.4% |
| 1Y | -24.4% | +12.4% | -36.8% | -32.8% |
| 3Y | +94.5% | +105.9% | -11.3% | +17.8% |
| All | -6.8% | +112.3% | -119.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling