-13.5%
WDAY vs DKNG
+141.4%
-154.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -7.4% | -2.3% | -5.1% | -6.8% |
| 30D | +1.0% | -2.5% | +3.5% | +1.5% |
| 3M | +32.7% | -14.2% | +46.9% | +37.4% |
| 6M | +25.6% | -6.0% | +31.6% | +26.6% |
| YTD | -13.4% | -31.3% | +18.0% | -6.4% |
| 1Y | -19.4% | -48.5% | +29.1% | -7.4% |
| 3Y | -25.8% | -25.7% | -0.1% | -25.3% |
| 5Y | -31.1% | -62.8% | +31.7% | -30.6% |
| All | -13.5% | +141.4% | -154.9% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling