-26.4%
WDAY vs DKNG
-23.0%
-3.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.7% |
| 3M | +42.3% | -17.6% | +59.9% | +48.2% |
| 6M | +34.7% | -3.2% | +38.0% | +34.5% |
| YTD | -13.5% | -28.2% | +14.7% | -8.6% |
| 1Y | -18.1% | -46.1% | +28.0% | -8.4% |
| 3Y | -26.4% | -22.2% | -4.2% | -27.8% |
| All | -26.4% | -23.0% | -3.4% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling