-13.3%
WDAY vs DASH
-0.6%
-12.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -4.0% | -4.8% | +0.8% | -2.9% |
| 30D | +1.9% | -7.9% | +9.8% | +3.8% |
| 3M | +5.9% | -16.3% | +22.2% | +10.6% |
| 6M | +48.8% | +10.4% | +38.4% | +43.6% |
| YTD | -11.4% | -20.1% | +8.7% | -7.0% |
| 1Y | -15.5% | -11.4% | -4.1% | -14.0% |
| 3Y | -15.6% | +114.1% | -129.7% | -35.1% |
| 5Y | -35.2% | -5.8% | -29.4% | -47.3% |
| All | -13.3% | -0.6% | -12.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling