-5.1%
DASH vs WCC
+312.0%
-317.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.6% | +0.1% | -6.5% |
| 7D | +0.5% | -21.9% | +22.4% | +7.7% |
| 30D | -7.1% | -25.4% | +18.3% | +0.8% |
| 3M | -13.2% | -23.1% | +9.9% | -7.4% |
| 6M | +8.3% | -18.1% | +26.3% | +11.7% |
| YTD | -20.6% | +17.7% | -38.2% | -29.1% |
| 1Y | -24.4% | +12.4% | -36.8% | -31.7% |
| 3Y | +94.5% | +105.9% | -11.3% | +28.9% |
| 5Y | -9.4% | +116.8% | -126.2% | -46.2% |
| All | -5.1% | +312.0% | -317.1% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling