-9.5%
DASH vs WCN
+95.8%
-105.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +2.6% | -7.1% | -5.9% |
| 30D | -6.8% | +23.9% | -30.7% | -17.3% |
| 3M | -20.7% | +17.4% | -38.1% | -27.5% |
| 6M | +15.1% | +28.0% | -13.0% | -0.3% |
| YTD | -24.3% | +11.6% | -35.8% | -29.2% |
| 1Y | -12.1% | +16.9% | -29.0% | -20.2% |
| 3Y | +91.1% | +51.6% | +39.5% | +40.9% |
| 5Y | -30.3% | +48.0% | -78.2% | -51.2% |
| All | -9.5% | +95.8% | -105.3% | -28.0% |
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