+467.1%
DDOG vs WDAY
+11.6%
+455.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +2.9% |
| 7D | -10.1% | -4.4% | -5.8% | -7.6% |
| 30D | -24.8% | +14.7% | -39.5% | -33.1% |
| 3M | -12.6% | +32.4% | -45.0% | -31.6% |
| 6M | +79.9% | +36.9% | +43.1% | +36.1% |
| YTD | +56.6% | -8.8% | +65.4% | +59.0% |
| 1Y | +61.6% | -15.3% | +76.9% | +70.3% |
| 3Y | +117.9% | -21.2% | +139.1% | +124.4% |
| 5Y | +54.2% | -29.5% | +83.7% | +72.3% |
| All | +467.1% | +11.6% | +455.5% | +359.5% |
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