-8.0%
WDAY vs DASH
+9.1%
-17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.4% | -0.4% |
| 7D | -1.2% | +17.2% | -18.4% | -5.9% |
| 30D | +6.8% | +3.6% | +3.3% | +5.3% |
| 3M | +17.8% | -1.9% | +19.7% | +17.8% |
| 6M | +57.8% | +15.1% | +42.7% | +50.6% |
| YTD | -6.0% | -12.3% | +6.3% | -3.8% |
| 1Y | -13.5% | -17.2% | +3.7% | -10.7% |
| 3Y | -7.6% | +114.7% | -122.3% | -29.0% |
| 5Y | -30.5% | -4.3% | -26.2% | -44.3% |
| All | -8.0% | +9.1% | -17.2% | -29.3% |
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