+52.6%
DDOG vs WDAY
-28.8%
+81.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +3.0% |
| 7D | -10.1% | -4.4% | -5.8% | -7.5% |
| 30D | -24.8% | +14.7% | -39.5% | -33.5% |
| 3M | -12.6% | +32.4% | -45.0% | -32.4% |
| 6M | +79.9% | +36.9% | +43.1% | +34.0% |
| YTD | +56.6% | -8.8% | +65.4% | +60.1% |
| 1Y | +61.6% | -15.3% | +76.9% | +71.8% |
| 3Y | +117.9% | -21.2% | +139.1% | +121.4% |
| All | +52.6% | -28.8% | +81.4% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling