+391.2%
DDOG vs WDAY
+8.6%
+382.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +5.6% | -4.8% | +10.4% | +9.1% |
| 30D | -34.9% | +2.5% | -37.4% | -36.6% |
| 3M | -23.4% | +8.8% | -32.2% | -30.4% |
| 6M | -7.7% | +60.7% | -68.5% | -38.6% |
| YTD | +35.6% | -11.2% | +46.9% | +38.4% |
| 1Y | -3.4% | -15.6% | +12.3% | +1.7% |
| 3Y | +78.0% | -17.1% | +95.1% | +73.0% |
| 5Y | -4.4% | -35.7% | +31.3% | +11.6% |
| All | +391.2% | +8.6% | +382.6% | +299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling