-6.0%
DHR vs WDAY
-25.5%
+19.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -7.4% | +5.0% | -1.3% |
| 30D | -2.2% | +1.0% | -3.2% | -2.6% |
| 3M | +9.0% | +32.7% | -23.7% | +3.3% |
| 6M | +3.5% | +25.6% | -22.1% | -1.5% |
| YTD | -10.1% | -13.4% | +3.2% | -8.6% |
| 1Y | +6.2% | -19.4% | +25.6% | +9.0% |
| All | -6.0% | -25.5% | +19.5% | -7.7% |
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