-12.1%
WDAY vs DASH
-1.3%
-10.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.5% | +5.1% | -1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.8% |
| 30D | +4.7% | -6.0% | +10.7% | +6.1% |
| 3M | +13.3% | -15.8% | +29.1% | +18.3% |
| 6M | +57.3% | +7.0% | +50.3% | +53.3% |
| YTD | -10.2% | -20.7% | +10.5% | -5.4% |
| 1Y | -14.1% | -8.5% | -5.5% | -13.1% |
| 3Y | -11.7% | +101.8% | -113.5% | -30.9% |
| 5Y | -33.5% | -9.6% | -23.9% | -45.5% |
| All | -12.1% | -1.3% | -10.8% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling