-13.6%
WDAY vs DKNG
+152.4%
-166.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.8% |
| 7D | -5.2% | +3.0% | -8.2% | -5.9% |
| 30D | +5.9% | -3.0% | +9.0% | +6.6% |
| 3M | +42.3% | -17.6% | +59.9% | +48.9% |
| 6M | +34.7% | -3.2% | +38.0% | +34.9% |
| YTD | -13.5% | -28.2% | +14.7% | -7.6% |
| 1Y | -18.1% | -46.1% | +28.0% | -7.0% |
| 3Y | -26.4% | -22.2% | -4.2% | -26.8% |
| 5Y | -30.6% | -60.4% | +29.8% | -31.1% |
| All | -13.6% | +152.4% | -166.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 10y: compounded portfolio wealth divided by compounded DKNG 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…
10y analysis · Full analysis span regression · 6 months rolling