-7.0%
DASH vs WCC
+117.0%
-123.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | +0.4% | -14.7% | +15.1% | +5.2% |
| 30D | -6.0% | -20.1% | +14.0% | +0.4% |
| 3M | -15.8% | -21.2% | +5.4% | -10.2% |
| 6M | +7.0% | -19.2% | +26.1% | +11.3% |
| YTD | -20.7% | +20.2% | -40.9% | -31.0% |
| 1Y | -8.5% | +14.5% | -23.0% | -19.2% |
| 3Y | +101.8% | +115.1% | -13.3% | +19.8% |
| All | -7.0% | +117.0% | -123.9% | -52.9% |
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