+5.8%
DASH vs WCN
+64.4%
-58.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.8% |
| 7D | -11.2% | -0.4% | -10.7% | -10.9% |
| 30D | -7.3% | -2.1% | -5.2% | -6.2% |
| 3M | +31.4% | +6.4% | +25.1% | +26.4% |
| 6M | +11.9% | -3.7% | +15.6% | +13.6% |
| YTD | -11.5% | -6.4% | -5.1% | -8.7% |
| 1Y | -20.0% | -7.9% | -12.1% | -16.9% |
| 3Y | +143.9% | +20.8% | +123.1% | +105.4% |
| 5Y | -0.2% | +29.0% | -29.2% | -23.0% |
| All | +5.8% | +64.4% | -58.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling