The Caribbean outfit completed a 1-0 victory in the two-match series against the Tigers after the teams played out a draw in the final encounter in Sylhet on Monday.
It is the first time the Windies have gone unbeaten in a calendar year since 1994, and Chase admitting they targeted the fixtures they were given.
"We had a tough time in the first year of the cycle," Chase said. "We spoke about coming to dominate the second year in the cycle, playing against Pakistan, Sri Lanka, and Bangladesh.
"We thought that these were teams that were closer to our skill level and obviously closer to us in the rankings. So, we wanted to challenge ourselves in terms of winning all three series. We won two out of three, so I thought that it was a good year.
"We did not lose a series (this year). This is something that hasn't been done for a number of years. So, it just goes to show that when you sit down and plan and you put in the hard work, anything is achievable. I just think that we're going in the right direction as a unit and as a team."
Chase also praised the Windies' batting unit's ability to improve against spin, as they faced lot of slow-bowling throughout, with a camp in Chennai proving pivotal.
"When we usually come to Bangladesh, the spinners eat us for dinner most of the time," Chase said.
"But I think that we are an improved unit in terms of playing spin and also the preparation that most of the guys had going to Chennai and preparing in similar conditions in India, practising against lots of spin and working on areas that we weren't so good at.
"I thought that it worked well and it just goes to show that when you prepare well, you get results.
"We came here with an open mind because we know that Bangladesh have been using seam attack more in the past few games that they have won. So if the wickets were seam-friendly, we would have our seamers to work in our favour, and if it was spin-friendly, we would have the same artillery in the spin department.
"They opted to go with the spinning surfaces and it backfired on them. So, we're very happy."
Towhid Hridoy struck Bangladesh's highest-ever individual score in Test cricket in the second match against West Indies in Sylhet, but the tourists got the draw required to seal a series victory.
West Indies took a 1-0 lead in the two-match Test series in Bangladesh after wrapping up comfortable eight-wicket victory when chasing a target of 170 on the fourth day in Mirpur on Saturday.
Darren Sammy believes West Indies have taken a significant step forward after holding India to a 2-2 T20I series draw, with the head coach encouraged by the return of his team's confidence and trademark swagger.
Less than eight overs were bowled in the fifth and final T20I between India and West Indies as heavy rain fell in Bengaluru.
