+204.4%
DHR vs WDAY
+114.2%
+90.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | -5.0% | -10.5% | +5.6% | -2.4% |
| 30D | -3.3% | +2.1% | -5.4% | -4.4% |
| 3M | +9.4% | +34.6% | -25.2% | +0.2% |
| 6M | +3.2% | +29.9% | -26.7% | -5.6% |
| YTD | -12.0% | -13.8% | +1.8% | -10.8% |
| 1Y | +4.9% | -18.3% | +23.2% | +7.2% |
| 3Y | -7.4% | -26.2% | +18.8% | -5.4% |
| 5Y | -29.8% | -30.8% | +1.1% | -29.8% |
| All | +204.4% | +114.2% | +90.2% | +135.8% |
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