+91.1%
DASH vs WEC
+64.2%
+26.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -4.5% | +2.3% | -6.9% | -4.6% |
| 30D | -6.8% | +11.1% | -17.9% | -6.5% |
| 3M | -20.7% | +8.4% | -29.1% | -20.6% |
| 6M | +15.1% | +7.5% | +7.5% | +15.2% |
| YTD | -24.3% | +15.3% | -39.6% | -24.4% |
| 1Y | -12.1% | +9.7% | -21.9% | -12.1% |
| 3Y | +91.1% | +64.7% | +26.4% | +89.4% |
| All | +91.1% | +64.2% | +26.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling