-5.9%
DASH vs WCN
+94.0%
-100.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -10.2% | +0.4% | -10.7% | -10.5% |
| 30D | -8.2% | +25.3% | -33.5% | -19.1% |
| 3M | -15.9% | +15.4% | -31.4% | -22.4% |
| 6M | +13.3% | +27.8% | -14.5% | -1.7% |
| YTD | -21.3% | +10.6% | -31.8% | -26.0% |
| 1Y | -11.1% | +15.8% | -26.9% | -18.9% |
| 3Y | +103.8% | +50.3% | +53.5% | +51.0% |
| 5Y | -21.6% | +46.9% | -68.5% | -44.8% |
| All | -5.9% | +94.0% | -100.0% | -24.8% |
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