-5.2%
DASH vs WCN
+90.9%
-96.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.6% |
| 7D | +0.4% | +2.9% | -2.5% | -1.0% |
| 30D | -6.0% | +22.1% | -28.1% | -16.0% |
| 3M | -15.8% | +13.2% | -28.9% | -21.4% |
| 6M | +7.0% | +23.7% | -16.7% | -5.5% |
| YTD | -20.7% | +8.7% | -29.4% | -24.7% |
| 1Y | -8.5% | +15.3% | -23.9% | -16.4% |
| 3Y | +101.8% | +46.0% | +55.8% | +52.2% |
| 5Y | -9.6% | +45.9% | -55.5% | -35.7% |
| All | -5.2% | +90.9% | -96.0% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling