+499.9%
DDOG vs WDAY
+6.0%
+493.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | +7.7% | -7.4% | +15.0% | +13.2% |
| 30D | -13.6% | +1.0% | -14.6% | -16.1% |
| 3M | -0.9% | +32.7% | -33.6% | -22.9% |
| 6M | +75.2% | +25.6% | +49.6% | +40.8% |
| YTD | +65.7% | -13.4% | +79.0% | +74.1% |
| 1Y | +60.4% | -19.4% | +79.7% | +74.7% |
| 3Y | +130.7% | -25.8% | +156.4% | +147.6% |
| 5Y | +59.9% | -31.1% | +91.0% | +81.5% |
| All | +499.9% | +6.0% | +493.9% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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