-11.7%
WDAY vs DASH
+94.3%
-105.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.9% |
| 30D | +4.7% | -6.0% | +10.7% | +6.0% |
| 3M | +13.3% | -15.8% | +29.1% | +18.4% |
| 6M | +57.3% | +7.0% | +50.3% | +53.5% |
| YTD | -10.2% | -20.7% | +10.5% | -7.0% |
| 1Y | -14.1% | -8.5% | -5.5% | -13.6% |
| 3Y | -11.7% | +101.8% | -113.5% | -19.7% |
| All | -11.7% | +94.3% | -105.9% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling