-13.1%
WDAY vs DASH
-5.2%
-8.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -3.6% |
| 30D | +2.5% | -10.6% | +13.1% | +5.2% |
| 3M | +8.8% | -18.8% | +27.5% | +14.6% |
| 6M | +60.7% | +11.2% | +49.5% | +54.7% |
| YTD | -11.2% | -23.8% | +12.6% | -5.6% |
| 1Y | -15.6% | -12.2% | -3.4% | -13.8% |
| 3Y | -17.1% | +97.3% | -114.4% | -34.8% |
| 5Y | -35.7% | -29.8% | -5.9% | -45.2% |
| All | -13.1% | -5.2% | -8.0% | -30.6% |
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