-12.1%
WDAY vs DASH
-13.3%
+1.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.3% |
| 7D | +1.8% | -4.5% | +6.4% | +3.8% |
| 30D | +4.1% | -6.8% | +10.9% | +6.2% |
| 3M | -4.8% | -20.7% | +15.8% | +4.9% |
| 6M | +68.6% | +15.1% | +53.6% | +56.0% |
| YTD | -8.5% | -24.3% | +15.7% | -1.2% |
| 1Y | -12.1% | -12.1% | 0.0% | -9.1% |
| All | -12.1% | -13.3% | +1.2% | -9.1% |
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