-27.9%
DHR vs WDAY
-31.5%
+3.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -7.4% | +5.0% | -0.6% |
| 30D | -2.2% | +1.0% | -3.2% | -2.9% |
| 3M | +9.0% | +32.7% | -23.7% | +0.2% |
| 6M | +3.5% | +25.6% | -22.1% | -4.4% |
| YTD | -10.1% | -13.4% | +3.2% | -8.2% |
| 1Y | +6.2% | -19.4% | +25.6% | +10.1% |
| 3Y | -5.4% | -25.8% | +20.4% | -3.0% |
| 5Y | -27.9% | -31.1% | +3.2% | -27.7% |
| All | -27.9% | -31.5% | +3.6% | -27.7% |
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 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