-14.7%
WDAY vs DASH
-12.7%
-2.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.1% |
| 7D | -4.8% | -4.1% | -0.7% | -3.1% |
| 30D | +2.5% | -10.6% | +13.1% | +6.7% |
| 3M | +8.8% | -18.8% | +27.5% | +18.6% |
| 6M | +60.7% | +11.2% | +49.5% | +51.0% |
| YTD | -11.2% | -23.8% | +12.6% | -4.4% |
| All | -14.7% | -12.7% | -2.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling