-10.5%
WDAY vs DASH
-5.8%
-4.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.2% |
| 7D | +1.8% | -4.5% | +6.4% | +3.2% |
| 30D | +4.1% | -6.8% | +10.9% | +5.6% |
| 3M | -4.8% | -20.7% | +15.8% | +0.9% |
| 6M | +68.6% | +15.1% | +53.6% | +60.8% |
| YTD | -8.5% | -24.3% | +15.7% | -2.5% |
| 1Y | -12.1% | -12.1% | 0.0% | -10.2% |
| 3Y | -13.2% | +91.1% | -104.2% | -31.1% |
| 5Y | -33.7% | -30.3% | -3.5% | -43.4% |
| All | -10.5% | -5.8% | -4.7% | -28.4% |
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