+7.4%
DASH vs WCN
+30.3%
-22.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -3.9% |
| 7D | -10.6% | -0.6% | -9.9% | -10.2% |
| 30D | +2.2% | +0.4% | +1.7% | +1.9% |
| 3M | +32.3% | +7.3% | +25.0% | +25.8% |
| 6M | +19.1% | -2.5% | +21.6% | +20.2% |
| YTD | -6.5% | -5.4% | -1.1% | -3.9% |
| 1Y | -14.9% | -8.5% | -6.4% | -10.8% |
| 3Y | +151.9% | +20.8% | +131.1% | +104.3% |
| All | +7.4% | +30.3% | -22.9% | -26.1% |
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