-35.2%
WDAY vs DASH
-7.9%
-27.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -4.0% | -4.8% | +0.8% | -2.8% |
| 30D | +1.9% | -7.9% | +9.8% | +4.0% |
| 3M | +5.9% | -16.3% | +22.2% | +11.2% |
| 6M | +48.8% | +10.4% | +38.4% | +42.8% |
| YTD | -11.4% | -20.1% | +8.7% | -6.5% |
| 1Y | -15.5% | -11.4% | -4.1% | -13.8% |
| 3Y | -15.6% | +114.1% | -129.7% | -38.4% |
| 5Y | -35.2% | -5.8% | -29.4% | -48.2% |
| All | -35.2% | -7.9% | -27.3% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling