+79.2%
DDOG vs WDAY
-14.8%
+94.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +1.0% |
| 7D | -16.9% | -4.0% | -12.9% | -15.5% |
| 30D | -38.8% | +1.9% | -40.7% | -39.7% |
| 3M | -23.2% | +5.9% | -29.1% | -26.8% |
| 6M | -10.3% | +48.8% | -59.1% | -29.4% |
| YTD | +32.1% | -11.4% | +43.5% | +30.5% |
| 1Y | -6.1% | -15.5% | +9.4% | -5.6% |
| 3Y | +79.2% | -15.6% | +94.8% | +77.7% |
| All | +79.2% | -14.8% | +94.0% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling