-29.8%
DASH vs WCN
+48.2%
-78.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.7% |
| 7D | -4.1% | +1.2% | -5.3% | -4.8% |
| 30D | -10.6% | +26.4% | -37.1% | -22.6% |
| 3M | -18.8% | +17.5% | -36.3% | -26.5% |
| 6M | +11.2% | +28.7% | -17.5% | -5.4% |
| YTD | -23.8% | +11.5% | -35.3% | -29.2% |
| 1Y | -12.2% | +15.9% | -28.0% | -20.6% |
| 3Y | +97.3% | +51.6% | +45.7% | +36.9% |
| 5Y | -29.8% | +47.9% | -77.8% | -56.8% |
| All | -29.8% | +48.2% | -78.0% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling