+933.5%
DHR vs WDAY
+308.8%
+624.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.7% | -0.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.8% |
| 30D | +3.7% | +4.1% | -0.4% | +2.7% |
| 3M | +14.5% | -4.8% | +19.3% | +15.3% |
| 6M | +40.9% | +68.6% | -27.7% | +23.7% |
| YTD | +2.4% | -8.5% | +10.9% | +1.9% |
| 1Y | +6.1% | -12.1% | +18.2% | +6.3% |
| 3Y | +21.0% | -13.2% | +34.2% | +18.8% |
| 5Y | -11.4% | -33.7% | +22.3% | -10.9% |
| 10Y | +241.8% | +137.4% | +104.4% | +169.8% |
| All | +933.5% | +308.8% | +624.7% | +662.1% |
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